Timeline for Uniqueness of the solution to some SDE
Current License: CC BY-SA 4.0
13 events
| when toggle format | what | by | license | comment | |
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| Dec 16, 2021 at 11:21 | history | bounty ended | Nate River | ||
| Dec 15, 2021 at 19:01 | comment | added | Iosif Pinelis | @GJC20 : Certainly, I would like to know more about the project. | |
| Dec 15, 2021 at 18:44 | comment | added | GJC20 | @IosifPinelis Thanks again for your time. This question is related to one ongoing project. I will email you as soon as I finish (if you don't mind) | |
| Dec 15, 2021 at 17:59 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
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| Dec 15, 2021 at 17:46 | comment | added | Iosif Pinelis | @GJC20 : Thank you for your comment. I think the definition $t_0:=\sup\{t\in[0,\infty)\colon f_1(s)=f_2(s)\ \forall s\in[0,t)\}$ is OK, as well as the definition $t_0:=\sup\{t\in[0,\infty)\colon f_1(s)=f_2(s)\ \forall s\in[0,t]\}$ would be. If there is no $t>0$ such that $f_1(s)=f_2(s)\ \forall s\in[0,t)$, then $t_0=0$ according to either one of these two definitions, because $f_1(s)=f_2(s)\ \forall s\in[0,0)$. Also, I have corrected the bounding of $D_1$. | |
| Dec 15, 2021 at 17:36 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
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| Dec 15, 2021 at 9:24 | vote | accept | GJC20 | ||
| Dec 15, 2021 at 9:06 | comment | added | GJC20 | @IosifPinelis Thank you so much for the answer which I find amazing. I just have one question concerning $t_0$. Can we show $t_0>0$ here? If not, I think it is better to use this definition $t_0:=\{t\in [0,\infty): f_1(s)=f_2(s),~ \forall s\in [0,t_0]\}$. Do you think so? | |
| Dec 15, 2021 at 3:59 | comment | added | Iosif Pinelis | @NateRiver : Thank you for your comment. | |
| Dec 15, 2021 at 3:55 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
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| Dec 15, 2021 at 3:32 | comment | added | Nate River | Thank you GJC20 for your questions and comments, and @Iosif Pinelis for your answers. I am learning a lot by reading them. | |
| Dec 15, 2021 at 0:45 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
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| Dec 14, 2021 at 22:23 | history | answered | Iosif Pinelis | CC BY-SA 4.0 |