On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations

Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited in

(48)

Controlling the occupation time of an exponential martingale
Stability problems for Cantor stochastic differential equations
Large-noise asymptotic for one-dimensional diffusions
On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations of jump type
Local time flow related to skew Brownian motion.
Generalized integration and stochastic ODEs
An \(M/M/s\)-consistent diffusion model for the \(GI/G/s\) queue
Existence of strong solutions for Itô's stochastic equations via approximations
Planar diffusions with rank-based characteristics and perturbed Tanaka equations
On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients
On strong solutions of Itô's equations with \(\sigma\in W_{\mathtt{d}}^1\) and \(\mathtt{b}\in{L_{\mathtt{d}}}\)
Existence of strong solutions for Itô's stochastic equations via approximations: revisited
On the strong convergence rate for the Euler-Maruyama scheme of one-dimensional SDEs with irregular diffusion coefficient and local time
Strong convergence for the Euler-Maruyama approximation of stochastic differential equations with discontinuous coefficients
Two Brownian particles with rank-based characteristics and skew-elastic collisions
Pathwise uniqueness for a degenerate stochastic differential equation
Stochastic differential equations driven by stable processes for which pathwise uniqueness fails
On weak uniqueness for some diffusions with discontinuous coefficients
Asymmetric skew Bessel processes and their applications to finance
Regularization of differential equations by fractional noise.
Approximation and stability of solutions of SDEs driven by a symmetric \(\alpha\) stable process with non-Lipschitz coefficients
Functional law of the iterated logarithm type for a skew Brownian motion
The parametrix method for skew diffusions
Investment timing with incomplete information and multiple means of learning
The Peano phenomenon for Itō equations
Balayage formula, local time and applications in stochastic differential equations
Optimal contract with moral hazard for public private partnerships
Optimal consumption in the stochastic Ramsey problem without boundedness constraints
On the Euler-Maruyama scheme for degenerate stochastic differential equations with non-sticky condition
On a construction of strong solutions for stochastic differential equations with non-Lipschitz coefficients: a priori estimates approach
Skew-unfolding the Skorokhod reflection of a continuous semimartingale
Representation of solutions to sticky stochastic differential equations
Advection-dispersion across interfaces
Stochastic differential equations with discontinuous diffusion coefficients
The skew Brownian permuton: A new universality class for random constrained permutations
HOW LARGE IS THE JUMP DISCONTINUITY IN THE DIFFUSION COEFFICIENT OF A TIME-HOMOGENEOUS DIFFUSION?
Limit behaviour of random walks on ℤ^mwith two-sided membrane
Homogenization of a multivariate diffusion with semipermeable interfaces
Mean-field ranking games with diffusion control
Existence of a weak solution to a Markovian BSDE with discontinuous coefficients
On weak and strong solutions of time inhomogeneous Itô's equations with VMO diffusion and Morrey drift
A sharp upper bound for the expected interval occupation time of Brownian martingales
Two-player diffusion control games with private information
On strong solutions of time inhomogeneous Itô's equations with Morrey diffusion gradient and drift. A supercritical case
Title not available (Why is no real title available?)
Approximation of ordinary differential equations by stochastic differential equations
On the smoothness of value functions and the existence of optimal strategies in diffusion models
Taxation, agency conflicts, and the choice between callable and convertible debt

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