On the uniqueness of solutions of stochastic differential equations with singular drifts

DOI10.2977/prims/1195177258zbMath0624.60068OpenAlexW2048237883MaRDI QIDQ578743

Satoshi Takanobu

Publication date: 1986

Published in: Publications of the Research Institute for Mathematical Sciences, Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2977/prims/1195177258

zbMATH Keywords

existence of solutionslocal timesemimartingaleunique in law

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Local time and additive functionals (60J55) Stochastic integral equations (60H20)

Related Items

Some properties of doubly skewed CIR processes ⋮ Unnamed Item ⋮ Itô's theory of excursion point processes and its developments ⋮ On the multi-dimensional skew Brownian motion ⋮ On the existence of solutions of stochastic differential equations with singular drifts

Cites Work

• On the existence of solutions of stochastic differential equations with singular drifts
• On stochastic differential equations for multi-dimensional diffusion processes with boundary conditions
• Some singular diffusion processes and their associated stochastic differential equations
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