Strong solutions of stochastic differential equations involving local times

DOI10.1080/17442508708833474MaRDI QIDQ3766596zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3780265 (Why is no real title available?)
• On Strong Solutions of Stochastic Equations with Degenerate Coefficients
• On the Strong Solutions of Stochastic Differential Equations

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• 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
• scientific article; zbMATH DE number 2034408 (Why is no real title available?)
• On the quasi-everywhere existence of the local time of the solution of a stochastic differential equation
• Global-in-time probabilistically strong solutions to stochastic power-law equations: existence and non-uniqueness
• Time inhomogeneous stochastic differential equations involving the local time of the unknown process, and associated parabolic operators
• scientific article; zbMATH DE number 1409843 (Why is no real title available?)
• 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
• Path-wise uniqueness of solutions to stochastic differential equations with local time and sojourn time on the boundary
• scientific article; zbMATH DE number 3868360 (Why is no real title available?)
• Balayage formula, local time and applications in stochastic differential equations

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