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I feel always confused with weak, strong, pathwise unicity and or existence for Stochastic Differential Equations. It is mainly my own fault and I should do something about it.

But it would be much easier if anyone has a one pager document that sums up this matter. I mean by that first a reminder of all definition of concepts, second the implications from one definiton to another or condition that makes th concepts equivalents.

Best regards

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You might find Section 5.1 (page 74) of these notes useful. –  Ben Derrett Oct 4 '12 at 12:51
    
@ Ben Derrett : Thx, I'll read these notes carefully. –  TheBridge Oct 4 '12 at 14:10
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+1 for unicity. Rare word. –  Sasha Oct 4 '12 at 20:13
    
@ Sasha: argh fooled by my french "unicité", uniqueness would have been a more suitable word though. Best regards –  TheBridge Oct 4 '12 at 20:48
    
@ Ben Derret : About remark 5.2, I quite disagree with the conclusion, it is not the fact that the tossed solution is not adapted that cause the problem, we could toss in both solution in an adapted way with respect to the natural filtration of the fixed brownian motion, but there is no way to do that together with keeping indistinguishabilty of this third solution with any of both first solutions. Best regards. –  TheBridge Oct 4 '12 at 21:09

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