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

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+One-dimensional stochastic differential equations involving a singular increasing process
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+One Dimensional Stochastic Differential Equations with No Strong Solution
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+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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+On the theorem of T. Yamada and S. Watanabe
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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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+Généralisation d'un lemme de s. nakao et applications
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+Some identities on local times and uniqueness of solutions of stochastic differential equations with reflection
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+Local times of functions of continuous semimartingales
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+Strong solutions of stochastic differential equations involving local times
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+On the uniqueness of solutions of stochastic differential equations
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