One-Dimensional Stochastic Differential Equations with Generalized Drift

DOI10.1137/S0040585X97986655zbMath1318.60064OpenAlexW3104891884MaRDI QIDQ2931875

Stefan Blei, Hans-Jürgen Engelbert

Publication date: 28 November 2014

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97986655

zbMATH Keywords

reflectionstochastic differential equationslocal timesabsorptiongeneralized driftnonexistence of solutions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Diffusion processes (60J60) Local time and additive functionals (60J55)

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Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions

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