On the pathwise uniqueness for a class of degenerate Itô-stochastic differential equations (Q6171979): Difference between revisions

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+Functions of bounded variation, the derivative of the one dimensional maximal function, and applications to inequalities
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+On solutions of one-dimensional stochastic differential equations without drift
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+Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part III)
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+Analytic Theory of Itô-Stochastic Differential Equations with Non-smooth Coefficients
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+On one-dimensional stochastic differential equations with non-sticky boundary conditions
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+SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES
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+On the uniqueness of solutions of stochastic differential equations
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+Stochastic homeomorphism flows of SDEs with singular drifts and Sobolev diffusion coefficients
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+Well-posedness and large deviation for degenerate SDEs with Sobolev coefficients
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+Publication:6171979