Open Access
2007 The Yamada-Watanabe-Engelbert theorem for general stochastic equations and inequalities
Thomas Kurtz
Author Affiliations +
Electron. J. Probab. 12: 951-965 (2007). DOI: 10.1214/EJP.v12-431


A general version of the Yamada-Watanabe and Engelbert results relating existence and uniqueness of strong and weak solutions for stochastic equations is given. The results apply to a wide variety of stochastic equations including classical stochastic differential equations, stochastic partial differential equations, and equations involving multiple time transformations.


Download Citation

Thomas Kurtz. "The Yamada-Watanabe-Engelbert theorem for general stochastic equations and inequalities." Electron. J. Probab. 12 951 - 965, 2007.


Accepted: 2 August 2007; Published: 2007
First available in Project Euclid: 1 June 2016

zbMATH: 1157.60068
MathSciNet: MR2336594
Digital Object Identifier: 10.1214/EJP.v12-431

Primary: 60H99
Secondary: 60H10 , 60H15 , 60H20 , 60H25

Keywords: multidimensional index , Pathwise uniqueness , Stochastic differential equations , Stochastic partial differential equations , Strong solution , Weak solution

Vol.12 • 2007
Back to Top