Topic: Stochastic Differential Equations: Formulation

Weak Solutions and Flexible Probability Spaces

Strong Solutions on a Prescribed Stochastic Basis

Strong Existence, Weak Existence, and Uniqueness as Separate Properties

Stochastic Bases and Brownian Motion Relative to a Filtration

Scalar SDEs as Drift-Diffusion Models

Random Initial Data in Strong and Weak Formulations

Pathwise Uniqueness Versus Uniqueness in Law

Pathwise Uniqueness on a Common Noise Space

Multidimensional SDEs and Correlated Noise

Formulating SDEs from Model Statements