Some identities on local times and uniqueness of solutions of stochastic differential equations with reflection (Q1312301): Difference between revisions
From MaRDI portal
Changed an Item |
ReferenceBot (talk | contribs) Changed an Item |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/0304-4149(93)90052-6 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2076711808 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3482658 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Fonctions de semimartingales et applications aux equations differentielles stochastiques / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Généralisation d'un lemme de s. nakao et applications / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS / rank | |||
Normal rank | |||
Latest revision as of 11:42, 22 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some identities on local times and uniqueness of solutions of stochastic differential equations with reflection |
scientific article |
Statements
Some identities on local times and uniqueness of solutions of stochastic differential equations with reflection (English)
0 references
11 August 1994
0 references
The author gives some formulae on local time for semimartingales. This result is applied to obtain the theorem of pathwise uniqueness of stochastic differential equations with reflection.
0 references
local time
0 references
semimartingales
0 references
pathwise uniqueness
0 references
stochastic differential equations
0 references
