Stochastic Differential Equations and Diffusion Processes

Chapter 4 Stochastic Differential equations

2- Existence Theorem

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

page 157: One reads

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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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see also for context.

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3 - Uniqueness theorem

page 172 one reads:

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

page 172: one reads

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See Stein - singular integrals page 59

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