scientific article; zbMATH DE number 3714677

MaRDI QIDQ3906200zbMATH OpenFDO

Authors Daniel W. Stroock, Marc Yor

Publication date 1981

Full work available at URL http://www.numdam.org/item?id=SPS_1981__15__590_0, https://eudml.org/doc/113351

zbMATH Keywords

measurability problems

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Brownian motion (60J65)

Cited in

(13)

• Ray-Knight theorems related to a stochastic flow
• Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero
• Pathwise uniqueness of non-uniformly elliptic SDEs with rough coefficients
• Invariance principle for non-homogeneous random walks
• One-dimensional stochastic differential equations with generalized and singular drift
• Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions
• Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the local times of the unknown process
• On extremal solutions of martingale problems
• On symmetric and skew Bessel processes
• Skew-Product Decomposition of Planar Brownian Motion and Complementability
• Convergence rate of Euler scheme for time-inhomogeneous SDEs involving the local time of the unknown process
• Stochastic equations with singular drift driven by fractional Brownian motion
• Maximal Brownian motions

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