Balayage formula, local time and applications in stochastic differential equations (Q388124): Difference between revisions

@@ Property / author @@
-Siham Bouhadou
@@ Property / author: Siham Bouhadou / rank @@
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@@ Property / author @@
-Mohsine Benabdallah
@@ Property / author: Mohsine Benabdallah / rank @@
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@@ Property / author @@
+Siham Bouhadou
@@ Property / author: Siham Bouhadou / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.bulsci.2012.10.003
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@@ Property / OpenAlex ID @@
+W1971409705
@@ Property / OpenAlex ID: W1971409705 / rank @@
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@@ Property / cites work @@
+One-dimensional stochastic differential equations involving a singular increasing process
+Normal rank
@@ Property / cites work @@
+One Dimensional Stochastic Differential Equations with No Strong Solution
+Normal rank
@@ Property / cites work @@
+Path-wise uniqueness of solutions to stochastic differential equations with local time and sojourn time on the boundary
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+On limiting values of stochastic differential equations with small noise intensity tending to zero
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+Some identities on semimartingales local times
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@@ Property / cites work @@
+On the theorem of T. Yamada and S. Watanabe
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+Q3334733
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+On skew Brownian motion
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+On the one-sided tanaka equation with drift
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+On one-dimensional stochastic differential equations with non-sticky boundary conditions
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+On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations
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+On Local Times for Functions and StochasticProcesses
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+Some identities on local times and uniqueness of solutions of stochastic differential equations with reflection
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+On the uniqueness of solutions of stochastic differential equations
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