scientific article; zbMATH DE number 3800700

zbMath0507.60049MaRDI QIDQ4745074

Sophie Weinryb

Publication date: 1983

Full work available at URL: http://www.numdam.org/item?id=SPS_1983__17__72_0

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zbMATH Keywords

pathwise uniquenesslocal times in the sense of Tanaka

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Local time and additive functionals (60J55)

Related Items (6)

Balayage formula, local time and applications in stochastic differential equations ⋮ Modeling volatility of disaster-affected populations: a non-homogeneous geometric-skew Brownian motion approach ⋮ Weak existence of the squared Bessel and CIR processes with skew reflection on a deterministic time-dependent curve ⋮ Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve ⋮ Stratonovich stochastic differential equation with irregular coefficients: Girsanov's example revisited ⋮ Pathwise uniqueness of non-uniformly elliptic SDEs with rough coefficients

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