Some identities on local times and uniqueness of solutions of stochastic differential equations with reflection (Q1312301): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/0304-4149(93)90052-6 / rank | |||
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| Property / cites work: Q3482658 / rank | |||
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| Property / cites work: Fonctions de semimartingales et applications aux equations differentielles stochastiques / rank | |||
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| Property / cites work: Généralisation d'un lemme de s. nakao et applications / rank | |||
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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)
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11 August 1994
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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.
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local time
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semimartingales
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pathwise uniqueness
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stochastic differential equations
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