On the uniqueness of solutions of stochastic differential equations with singular drifts
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Publication:578743
DOI10.2977/prims/1195177258zbMath0624.60068MaRDI QIDQ578743
Publication date: 1986
Published in: Publications of the Research Institute for Mathematical Sciences, Kyoto University (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2977/prims/1195177258
60G42: Martingales with discrete parameter
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J55: Local time and additive functionals
60H20: Stochastic integral equations
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Some properties of doubly skewed CIR processes, Itô's theory of excursion point processes and its developments, On the existence of solutions of stochastic differential equations with singular drifts, On the multi-dimensional skew Brownian motion
Cites Work
- On the existence of solutions of stochastic differential equations with singular drifts
- On stochastic differential equations for multi-dimensional diffusion processes with boundary conditions
- Some singular diffusion processes and their associated stochastic differential equations
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