Pathwise uniqueness of stochastic differential equations with local times
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Publication:2772008
zbMATH Open0986.60060MaRDI QIDQ2772008FDOQ2772008
Authors: Youssef Ouknine 
Publication date: 18 February 2002
Published in: Probability and Mathematical Statistics (Search for Journal in Brave)
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Cited In (8)
- Existence and pathwise uniqueness of solutions for stochastic differential equations involving the local time at point zero
- Path transformations for local times of one-dimensional diffusions
- Pathwise uniqueness of non-uniformly elliptic SDEs with rough coefficients
- On the solutions of stochastic differential equations involving the local times of the unknown processes
- Strong solutions of stochastic differential equations involving local times
- Path-wise uniqueness of solutions to stochastic differential equations with local time and sojourn time on the boundary
- On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations with jumps
- Balayage formula, local time and applications in stochastic differential equations
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