One-dimensional stochastic differential equations involving a singular increasing process

DOI10.1080/17442508408833303zbMath0543.60065OpenAlexW2017850647MaRDI QIDQ3332029

Martin T. Barlow, Edwin A. Perkins

Publication date: 1984

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508408833303

zbMATH Keywords

strong solutionscomparison theoremslocal timeExistence and uniqueness questionsminimal and maximal strong solutions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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