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XV: 39, 587-589, LNM 850 (1981)
ÉMERY, Michel
Non-confluence des solutions d'une équation stochastique lipschitzienne (Stochastic calculus)
This paper proves that the solutions of a stochastic differential equation $dX_t=f(., t,X_t)\,dM_t$ driven by a continuous semimartingale $M$, where $f(\omega,t,x)$ is as usual previsible in $\omega$ and Lipschitz in $x$, are non-confluent, i.e., the solutions starting at different points never meet
Comment: See also 1506, 1507 (for less general s.d.e.'s), and 1624
Keywords: Stochastic differential equations, Flow of a s.d.e.
Nature: Original
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