Pathwise uniqueness for perturbed versions of Brownian motion and reflected Brownian motion
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Publication:1291955
DOI10.1007/S004400050216zbMATH Open0945.60082OpenAlexW1984474027MaRDI QIDQ1291955FDOQ1291955
Authors: Loïc Chaumont, Ronald A. Doney 
Publication date: 24 September 2000
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s004400050216
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pathwise uniqueness\(\alpha \)-perturbed reflected Brownian motion\(\alpha, \beta \)-doubly perturbed Brownian motion
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- Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the maximum process
- An identity in law involving reflecting Brownian motion, derived from generalized arc-sine laws for perturbed Brownian motions
- Limit laws of transient excited random walks on integers
- Existence and pathwise uniqueness of solutions for stochastic differential equations involving the local time at point zero
- Carathéodory approximate solutions for a class of perturbed reflected stochastic differential equations with irregular coefficients
- Perturbations of singular fractional SDEs
- Large deviations for perturbed reflected diffusion processes
- Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve
- Doubly perturbed jump-diffusion processes
- Doubly perturbed neutral diffusion processes with Markovian switching and Poisson jumps
- Rough differential equations containing path-dependent bounded variation terms
- Smooth densities of the laws of perturbed diffusion processes
- Absolute continuity of the laws of perturbed diffusion processes and perturbed reflected diffusion processes
- On pathwise uniqueness for reflecting Brownian motion in \(C^{1+\gamma}\) domains
- A lifetime of excursions through random walks and Lévy processes
- ON ONE-DIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS INVOLVING THE MAXIMUM PROCESS
- Convergence of random walks with Markovian cookie stacks to Brownian motion perturbed at extrema
- Path decompositions of perturbed reflecting Brownian motions
- Existence and uniqueness of solutions for perturbed stochastic differential equations with reflected boundary
- Carathéodory approximate solutions for a class of perturbed stochastic differential equations with reflecting boundary
- Greedy walk on the real line
- Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero
- Some calculations for doubly perturbed Brownian motion
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