On the Pathwise Uniqueness of Solutions of One-Dimensional Stochastic Differential Equations with Jumps (Q4558895): Difference between revisions

Latest revision as of 12:35, 17 July 2024

scientific article; zbMATH DE number 6987220

Language	Label	Description	Also known as
English	On the Pathwise Uniqueness of Solutions of One-Dimensional Stochastic Differential Equations with Jumps	scientific article; zbMATH DE number 6987220

Statements

instance of

scholarly article

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title

On the Pathwise Uniqueness of Solutions of One-Dimensional Stochastic Differential Equations with Jumps (English)

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Springer Proceedings in Mathematics & Statistics

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publication date

30 November 2018

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full work available at URL

https://arxiv.org/abs/1108.4016

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zbMATH Keywords

semimartingale

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local time

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Tanaka formula

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pathwise uniqueness

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MaRDI profile type

MaRDI publication profile

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cites work

Processes of normal inverse Gaussian type

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One-dimensional stochastic differential equations involving a singular increasing process

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Q4451250

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Stochastic differential equations with jumps

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Financial Modelling with Jump Processes

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Stochastic equations, flows and measure-valued processes

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Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part I)

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Stochastic equations of non-negative processes with jumps

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Q3992729

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Q3344924

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Généralisation d'un lemme de s. nakao et applications

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Fonctions de semimartingales et applications aux equations differentielles stochastiques

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Some identities on local times and uniqueness of solutions of stochastic differential equations with reflection

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Q2772008

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Necessary and sufficient condition for comparison theorem of 1-dimensional stochastic differential equations

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Stochastic differential equations with singular drift

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Q5524051

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Identifiers

zbMATH Open document ID

1401.60109

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DOI

10.1007/978-3-319-30417-5_8

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4558895

@@ Property / cites work @@
+Processes of normal inverse Gaussian type
@@ Property / cites work: Processes of normal inverse Gaussian type / rank @@
+Normal rank
@@ Property / cites work @@
+One-dimensional stochastic differential equations involving a singular increasing process
+Normal rank
@@ Property / cites work @@
+Q4451250
@@ Property / cites work: Q4451250 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations with jumps
@@ Property / cites work: Stochastic differential equations with jumps / rank @@
+Normal rank
@@ Property / cites work @@
+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic equations, flows and measure-valued processes
+Normal rank
@@ Property / cites work @@
+Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part I)
+Normal rank
@@ Property / cites work @@
+Stochastic equations of non-negative processes with jumps
+Normal rank
@@ Property / cites work @@
+Q3992729
@@ Property / cites work: Q3992729 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3344924
@@ Property / cites work: Q3344924 / rank @@
+Normal rank
@@ Property / cites work @@
+Généralisation d'un lemme de s. nakao et applications
+Normal rank
@@ Property / cites work @@
+Fonctions de semimartingales et applications aux equations differentielles stochastiques
+Normal rank
@@ Property / cites work @@
+Some identities on local times and uniqueness of solutions of stochastic differential equations with reflection
+Normal rank
@@ Property / cites work @@
+Q2772008
@@ Property / cites work: Q2772008 / rank @@
+Normal rank
@@ Property / cites work @@
+Necessary and sufficient condition for comparison theorem of 1-dimensional stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations with singular drift
+Normal rank
@@ Property / cites work @@
+Q5524051
@@ Property / cites work: Q5524051 / rank @@
+Normal rank