Généralisation d'un lemme de s. nakao et applications
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Publication:3777173
DOI10.1080/17442508808833487zbMath0637.60059OpenAlexW1976701538MaRDI QIDQ3777173
Publication date: 1988
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508808833487
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)
Related Items (16)
Representation of solutions to sticky stochastic differential equations ⋮ On the Pathwise Uniqueness of Solutions of One-Dimensional Stochastic Differential Equations with Jumps ⋮ Path-wise uniqueness of solutions to stochastic differential equations with local time and sojourn time on the boundary ⋮ ON ONE-DIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS INVOLVING THE MAXIMUM PROCESS ⋮ Local times of functions of continuous semimartingales ⋮ Balayage formula, local time and applications in stochastic differential equations ⋮ Forward integration of bounded variation coefficients with respect to Hölder continuous processes ⋮ Stochastic differential equations with singular drift ⋮ On the pathwise uniqueness of solutions of stochastic differential equations driven by symmetric stable Lévy processes ⋮ Local times of ranked continuous semimartingales ⋮ EXISTENCE OF STRONG SOLUTIONS AND UNIQUENESS IN LAW FOR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION ⋮ Some identities on semimartingales local times ⋮ Pathwise uniqueness of non-uniformly elliptic SDEs with rough coefficients ⋮ Regularization of differential equations by fractional noise. ⋮ Local times for continuous paths of arbitrary regularity ⋮ Some identities on local times and uniqueness of solutions of stochastic differential equations with reflection
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