An improved uniqueness result for a system of stochastic differential equations related to the stochastic wave equation
Mueller, C.; Neuman, E.; Salins, M.; Truong, G.
We improve on the strong uniqueness results of [GLM+17], which deal with the following system of SDE. dX_t = Y_t dt dY_t = |X_t|^𝛂 dB_t and X_0 = x_0, Y_0 = y_0. For (x_0, y_0) ≠ (0, 0), we show that short-time uniqueness holds for 𝛂> -1/2.
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