scientific article; zbMATH DE number 3868360

zbMATH Open0545.60060MaRDI QIDQ3334733FDOQ3334733

Authors: H.-J. Engelbert, Wolfgang M. Schmidt 

Publication date: 1984

Title of this publication is not available (Why is that?)

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zbMATH Keywords

local timeexistence and uniqueness of solutionsexistence of a pathwise unique strong solution

Mathematics Subject Classification ID

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

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• On Stochastic Differential Equations with Locally Unbounded Drift
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• Variability of paths and differential equations with \(\mathrm{BV}\)-coefficients
• One-dimensional stochastic differential equations with generalized and singular drift
• A diffusion-type process with a given joint law for the terminal level and supremum at an independent exponential time
• On one-dimensional stochastic differential equations driven by stable processes
• On existence and stability of weak solutions of multidimensional stochastic differential equations with measurable coefficients
• Generalized solution of some parabolic equations with a random drift
• Construction of local solutions to sde's with singular drift
• On the uniqueness of solutions of stochastic differential equations with singular drifts
• A Note on One-Dimensional Stochastic Equations
• Stochastic differential equations for Dirichlet processes
• The first passage time on the (reflected) Brownian motion with broken drift hitting a random boundary
• On solutions of stochastic differential equations with drift
• On path-dependent SDEs involving distributional drifts
• One dimensional stochastic differential equations with distributional drifts
• Strong convergence of split-step backward Euler method for stochastic differential equations with non-smooth drift
• One-dimensional stochastic differential equations with singular and degenerate coefficients
• One-dimensional stochastic differential equations with generalized drift
• Strong solutions of stochastic differential equations involving local times
• Stochastic differential equations with discontinuous diffusion coefficients
• On symmetric and skew Bessel processes
• Uniqueness of generalized Schrödinger operators and applications
• On exponential local martingales associated with strong Markov continuous local martingales
• Deterministic criteria for the absence of arbitrage in~one-dimensional diffusion models
• On the Generalized Drift Skorokhod Problem in One Dimension
• On the existence of universal functional solutions to classical SDE's
• Infinite-dimensional Wiener processes with drift
• Generalized calculus and sdes with non regular drift
• The stochastic solution to a Cauchy problem for degenerate parabolic equations
• Balayage formula, local time and applications in stochastic differential equations
• REGULARIZING PROPERTIES OF BROWNIAN PATHS AND A RESULT OF DAVIE

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