Аннотация: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.
Ключевые слова:Stochastic processes and financial applications, Stochastic processes and statistical mechanics, Stability and Controllability of Differential Equations
