Some identities on local times and uniqueness of solutions of stochastic differential equations with reflection (Q1312301)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some identities on local times and uniqueness of solutions of stochastic differential equations with reflection |
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Some identities on local times and uniqueness of solutions of stochastic differential equations with reflection (English)
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11 August 1994
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The author gives some formulae on local time for semimartingales. This result is applied to obtain the theorem of pathwise uniqueness of stochastic differential equations with reflection.
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local time
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semimartingales
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pathwise uniqueness
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stochastic differential equations
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