One-dimensional stochastic differential equations involving a singular increasing process

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Cites work

scientific article; zbMATH DE number 3837112 (Why is no real title available?)
Adapted Probability Distributions
On properties of strong solutions of stochastic equations with respect to semimartingales
On the Strong Solutions of Stochastic Differential Equations
On the existence and unicity of solutions of stochastic integral equations
On the existence, uniqueness, convergence and explosions of solutions of systems of stochastic integral equations
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Cited in

(29)

Invariant Distributions for Singular Stochastic Differential Equations
On the strong uniqueness of a solution to singular stochastic differential equations
On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion
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Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions
A new proof for comparison theorems for stochastic differential inequalities with respect to semimartingales
STOCHASTIC EQUATIONS OF PROCESSES WITH JUMPS
Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve
Backward stochastic differential equations with continuous coefficient
Comparison theorems for the multidimensional BDSDEs and applications
Strong comparison of solutions of one-dimensional stochastic differential equations
On comparison theorem for optional SDEs via local times and applications
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Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes
On solutions of stochastic differential equations with drift
Semi-discrete approximations for stochastic differential equations and applications
One-dimensional stochastic differential equations with singular and degenerate coefficients
Pathwise uniqueness of non-uniformly elliptic SDEs with rough coefficients
Some properties of diffusion processes with singular coefficients
Singular stochastic differential equations.
Anticipative stochastic differential equations with nonsmooth diffusion coefficient
Strong solutions of SDEs with singular drift and Sobolev diffusion coefficients
ON ONE-DIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS INVOLVING THE MAXIMUM PROCESS
Stochastic differential equations for Dirichlet processes
One-dimensional SDEs with LPS-type singular drift coefficients and Hölder continuous diffusion coefficients
Unique strong solutions of Lévy processes driven stochastic differential equations with discontinuous coefficients
Multi-dimensional Bessel processes as heavy traffic limits of certain tandem queues
On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations with jumps

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