One Dimensional Stochastic Differential Equations with No Strong Solution

DOI10.1112/JLMS/S2-26.2.335MaRDI QIDQ3906214zbMATH OpenOpenAlexFDO

Authors Martin T. Barlow

Publication date 1982

Published in Journal of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1112/jlms/s2-26.2.335

zbMATH Keywords

pathwise uniquenessstrong solutionweak solution

Mathematics Subject Classification ID

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

Cited in

(27)

• Strong uniqueness for a class of singular SDEs for catalytic branching diffusions
• From discrete to continuous time
• On the non-Lipschitz stochastic differential equations driven by fractional Brownian motion
• Finite-time stabilization of weak solutions for a class of non-local Lipschitzian stochastic nonlinear systems with inverse dynamics
• Martingale problem under nonlinear expectations
• Pathwise uniqueness for a SDE with non-Lipschitz coefficients.
• Strong solutions for stochastic differential equations with jumps
• Planar diffusions with rank-based characteristics and perturbed Tanaka equations
• Forward backward SDEs in weak formulation
• A dual Yamada-Watanabe theorem for Lévy driven stochastic differential equations
• A new discretization scheme for one dimensional stochastic differential equations using time change method
• Properties of the EMCEL scheme for approximating irregular diffusions
• On the strong convergence rate for the Euler-Maruyama scheme of one-dimensional SDEs with irregular diffusion coefficient and local time
• Integral representation of martingales motivated by the problem of endogenous completeness in financial economics
• Pathwise uniqueness for a degenerate stochastic differential equation
• Stochastic differential equations driven by stable processes for which pathwise uniqueness fails
• Zero-sum path-dependent stochastic differential games in weak formulation
• On weak solutions of stochastic differential equations
• One-dimensional stochastic differential equations involving a singular increasing process
• Optimal Stopping of Two-Parameter Processes on Nonstandard Probability Spaces
• Balayage formula, local time and applications in stochastic differential equations
• scientific article; zbMATH DE number 7049505 (Why is no real title available?)
• On the Euler-Maruyama scheme for degenerate stochastic differential equations with non-sticky condition
• An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix
• Weak existence and uniqueness for forward-backward SDEs
• A note on strong solutions of stochastic differential equations with a discontinuous drift coeffi\-cient
• On the smoothness of value functions and the existence of optimal strategies in diffusion models

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