SUR L’UNICITÉ FORTE DES SOLUTIONS D’UNE ÉQUATION
DIFFÉRENTIELLE STOCHASTIQUE
Abstract: In this paper we prove the pathwise uniqueness of solutions of a stochastic
differential equation with a singular drift which depends on time. Our method is of
probabilistic nature, and it is based on an Al-Hussaini and Elliott result.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -