On the one-sided tanaka equation with drift (Q428701)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the one-sided tanaka equation with drift |
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On the one-sided tanaka equation with drift (English)
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22 June 2012
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stochastic differential equation
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weak existence
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weak uniqueness
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strong existence
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strong uniqueness
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tanaka equation
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skew Brownian motion
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sticky Brownian motion
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comparison theorems for diffusions
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