ON ONE-DIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS INVOLVING THE MAXIMUM PROCESS (Q5320890)
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scientific article; zbMATH DE number 5582261
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| default for all languages | No label defined |
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| English | ON ONE-DIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS INVOLVING THE MAXIMUM PROCESS |
scientific article; zbMATH DE number 5582261 |
Statements
ON ONE-DIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS INVOLVING THE MAXIMUM PROCESS (English)
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22 July 2009
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perturbed SDE
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strong solution
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pathwise uniqueness
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maximum process
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local time
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minimum process
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0.9305265
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0.9269605
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0.9261255
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0.9165378
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0.9089906
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0.9078153
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0.9062061
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