Show weak existence holds under the hypotheses of Proposition 25.3.
Show weak existence holds under the hypotheses of Proposition 25.4.
Here is an example of an SDE where weak uniqueness does not hold. Suppose W is a one dimensional Brownian motion and Find two solutions to
that are not equal in law
Already registered? Login
Not Account? Sign up
Enter your email address to reset your password
Back to Login? Click here