scientific article; zbMATH DE number 3762988

MaRDI QIDQ3945324zbMATH OpenFDO

Authors Edwin Perkins

Publication date 1982

Full work available at URL http://www.numdam.org/item?id=SPS_1982__16__201_0, https://eudml.org/doc/113371

zbMATH Keywords

local time of a semimartingalepathwise uniqueness results

Mathematics Subject Classification ID

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

Cited in

(10)

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

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