Pages that link to "Item:Q3332029"

The following pages link to One-dimensional stochastic differential equations involving a singular increasing process (Q3332029):

Displaying 19 items.

• Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions (Q297469) (← links)
• Balayage formula, local time and applications in stochastic differential equations (Q388124) (← links)
• Comparison theorems for the multidimensional BDSDEs and applications (Q442865) (← links)
• Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve (Q555027) (← links)
• Stochastic differential equations with singular drift (Q923498) (← links)
• On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion (Q1036931) (← links)
• On solutions of stochastic differential equations with drift (Q1122220) (← links)
• Backward stochastic differential equations with continuous coefficient (Q1380556) (← links)
• Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes (Q1648907) (← links)
• A new proof for comparison theorems for stochastic differential inequalities with respect to semimartingales (Q1807276) (← links)
• Multi-dimensional Bessel processes as heavy traffic limits of certain tandem queues (Q1819474) (← links)
• Pathwise uniqueness of non-uniformly elliptic SDEs with rough coefficients (Q2330414) (← links)
• Anticipative stochastic differential equations with nonsmooth diffusion coefficient (Q2505396) (← links)
• Strong comparison of solutions of one-dimensional stochastic differential equations (Q2639424) (← links)
• On the Pathwise Uniqueness of Solutions of One-Dimensional Stochastic Differential Equations with Jumps (Q4558895) (← links)
• Semi-discrete approximations for stochastic differential equations and applications (Q4903574) (← links)
• Unique strong solutions of Lévy processes driven stochastic differential equations with discontinuous coefficients (Q5086436) (← links)
• On comparison theorem for optional SDEs via local times and applications (Q5086909) (← links)
• STOCHASTIC EQUATIONS OF PROCESSES WITH JUMPS (Q5414167) (← links)