Strong uniqueness for an SPDE via backward doubly stochastic differential equations

On the uniqueness of solutions of stochastic differential equations

Shinzo Watanabe · Kyoto journal of mathematics · 1971 · 868 citations · Full text

Engineering, Mathematics, Differential Equations +14

Backward doubly stochastic differential equations and systems of quasilinear SPDEs

Étienne Pardoux, Shigē Péng · Probability Theory and Related Fields · 1994 · 349 citations · Full text

Engineering, Mathematics, Differential Equations +13

Stochastic equations, flows and measure-valued processes

Donald A. Dawson, Zenghu Li · 2012 · 135 citations

Engineering, Mathematics, Dynamical Systems +16

Stochastic equations, flows and measure-valued processes

The Annals of Probability · 2012 · 113 citations · Full text

Engineering, Mathematics, Dynamical Systems +16

Pathwise uniqueness for stochastic heat equations with Hölder continuous coefficients: the white noise case

Leonid Mytnik, Edwin Perkins · Probability Theory and Related Fields · 2009 · 72 citations · Full text

Engineering, Mechanical Engineering, Stochastic Modeling +14