On the existence of solutions of stochastic differential equations with singular drifts

DOI10.1007/BF00569995zbMath0586.60048MaRDI QIDQ1071381

Satoshi Takanobu

Publication date: 1987

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

existence of solutionslocal timeinfinitesimal generator

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Local time and additive functionals (60J55)

Related Items (5)

Some properties of doubly skewed CIR processes ⋮ On the stochastic regularity of distorted Brownian motions ⋮ Two Brownian particles with rank-based characteristics and skew-elastic collisions ⋮ On the multi-dimensional skew Brownian motion ⋮ On the uniqueness of solutions of stochastic differential equations with singular drifts

Cites Work

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• On the uniqueness of solutions of stochastic differential equations with singular drifts
• Calcul stochastique et problèmes de martingales
• A multidimensional process involving local time
• On stochastic differential equations for multi-dimensional diffusion processes with boundary conditions
• A construction of diffusion processes with singular product measures
• Some singular diffusion processes and their associated stochastic differential equations

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