Balayage formula, local time and applications in stochastic differential equations

DOI10.1016/J.BULSCI.2012.10.003zbMATH Open1283.60087OpenAlexW1971409705MaRDI QIDQ388124FDOQ388124

Authors: M. Benabdallah, Youssef Ouknine, S. Bouhadou 

Publication date: 19 December 2013

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.bulsci.2012.10.003

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zbMATH Keywords

stochastic differential equationlocal timessemimartingalesSkorokhod problemBalayage formula

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

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• On Local Times for Functions and StochasticProcesses
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Cited In (3)

• A convolution formula for the local time of an Itô diffusion reflecting at 0 and a generalized Stroock-Williams equation
• Pathwise uniqueness of non-uniformly elliptic SDEs with rough coefficients
• Three examples of Brownian flows on \(\mathbb{R}\)

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