A Note on One-Dimensional Stochastic Equations

DOI10.1023/A:1013756627534MaRDI QIDQ3151356zbMATH OpenFDO

Authors H.-J. Engelbert

Publication date 15 October 2002

Published in Czechoslovak Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/30666

zbMATH Keywords

Brownian motioncontinuous local martingalesexistence of solutionsone-dimensional stochastic equationsrepresentation propertytime-dependent diffusion coefficientsuniqueness in law

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Brownian motion (60J65)

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Cites work

• Calcul stochastique et problèmes de martingales
• scientific article; zbMATH DE number 3868360 (Why is no real title available?)
• scientific article; zbMATH DE number 3734896 (Why is no real title available?)
• scientific article; zbMATH DE number 635670 (Why is no real title available?)
• On driftless one-dimensional sdes with time-dependent diffusion coefficients
• On multidimensional SDEs without drift and with a time-dependent diffusion matrix
• On one-dimensional stochastic differential equations without drift and with time-dependent diffusion coefficients
• On solutions of one-dimensional stochastic differential equations without drift
• On stochastic differential equations without drift
• On the theorem of T. Yamada and S. Watanabe
• On the uniqueness of solutions of stochastic differential equations
• Stochastic Integrals of Continuous Local Martingales, II
• Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part III)

Cited in

(8)

• Some properties of the one-dimensional subordinated stable model
• Existence of global solutions of stochastic differential equations with time-dependent coefficients.
• scientific article; zbMATH DE number 3901748 (Why is no real title available?)
• scientific article; zbMATH DE number 19371 (Why is no real title available?)
• One-dimensional homogeneous diffusions
• scientific article; zbMATH DE number 2099342 (Why is no real title available?)
• Uniqueness of Solutions of Stochastic Differential Equations
• On one-dimensional stochastic differential equations driven by stable processes

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