Strong solutions of stochastic differential equations involving local times
From MaRDI portal
Publication:3766596
DOI10.1080/17442508708833474zbMath0629.60064OpenAlexW1985014796MaRDI QIDQ3766596
Publication date: 1987
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508708833474
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Local time and additive functionals (60J55)
Related Items (5)
Strong comparison of solutions of one-dimensional stochastic differential equations ⋮ On solutions of stochastic differential equations with drift ⋮ Balayage formula, local time and applications in stochastic differential equations ⋮ Stochastic differential equations with singular drift ⋮ Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve
Cites Work
This page was built for publication: Strong solutions of stochastic differential equations involving local times