scientific article

zbMath0485.60057MaRDI QIDQ3945324

Edwin A. Perkins

Publication date: 1982

Full work available at URL: http://www.numdam.org/item?id=SPS_1982__16__201_0

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zbMATH Keywords

local time of a semimartingalepathwise uniqueness results

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44)

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Generalized integration and stochastic ODEs ⋮ On comparison theorem for optional SDEs via local times and applications ⋮ Balayage formula, local time and applications in stochastic differential equations ⋮ Stochastic differential equations driven by spatial parameters semimartingale with non-Lipschitz local characteristic ⋮ Stochastic flows and an interface SDE on metric graphs ⋮ Planar diffusions with rank-based characteristics and perturbed Tanaka equations ⋮ Mean stochastic comparison of diffusions ⋮ On the multi-dimensional skew Brownian motion ⋮ Large-noise asymptotic for one-dimensional diffusions

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