Lecture

Demonstration of Uniqueness Theorem

In course

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Description

This lecture presents a detailed proof of the uniqueness theorem for functions f and g satisfying certain conditions, demonstrating the existence and uniqueness of solutions to the given equation. The demonstration involves replacing the Mb by a stopped Mb, allowing for localization. The lecture also covers the use of TdAs to ensure uniqueness of solutions and Lipschitz continuity. The proof involves Ito's formula and the analysis of integrals, leading to the conclusion of the uniqueness theorem.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_6xmcm04l

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Mathematics

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Logic

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