36 Pages

Chapter 4 Stochastic Differential equations Edit

2- Existence Theorem Edit

page 154 - 155: One reads

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The argument is far from immediate, one should see Ioannis Karatzas and Steven Shreve Brownian Motion and Stochastic Calculus page 315

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But as one reads in theorem I-4.3: page 18

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Instead of $\beta = 2$ it should be $\beta = 1$

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3 - Uniqueness theorem Edit

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But instead of Hausdorff-Young's inequality, it should be Young's inequality

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See Stein - singular integrals page 59

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