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

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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