Strong solutions of stochastic differential equations involving local times

DOI10.1080/17442508708833474zbMATH Open0629.60064OpenAlexW1985014796MaRDI QIDQ3766596FDOQ3766596

Authors: Marek Rutkowski 

Publication date: 1987

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508708833474

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• scientific article; zbMATH DE number 3868360

zbMATH Keywords

pathwise uniquenesssigned Radon measurelocal time techniques

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• On the Strong Solutions of Stochastic Differential Equations
• On Strong Solutions of Stochastic Equations with Degenerate Coefficients

Cited In (17)

• Title not available (Why is that?)
• A multidimensional process involving local time
• Local mild solutions for rough stochastic partial 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
• Title not available (Why is that?)
• Global-in-time probabilistically strong solutions to stochastic power-law equations: existence and non-uniqueness
• On the quasi-everywhere existence of the local time of the solution of a stochastic differential equation
• Title not available (Why is that?)
• Time inhomogeneous stochastic differential equations involving the local time of the unknown process, and associated parabolic operators
• Pathwise uniqueness for a degenerate stochastic differential equation
• Strong comparison of solutions of one-dimensional stochastic differential equations
• Stochastic differential equations for Dirichlet processes
• On solutions of stochastic differential equations with drift
• On the solutions of stochastic differential equations involving the local times of the unknown processes
• Title not available (Why is that?)
• Balayage formula, local time and applications in stochastic differential equations

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