ON ONE-DIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS INVOLVING THE MAXIMUM PROCESS (Q5320890)
From MaRDI portal
scientific article; zbMATH DE number 5582261
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
0 references
22 July 2009
0 references
perturbed SDE
0 references
strong solution
0 references
pathwise uniqueness
0 references
maximum process
0 references
local time
0 references
minimum process
0 references
0 references
0 references
