On the uniqueness of solutions of stochastic differential equations with singular drifts
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Publication:578743
DOI10.2977/prims/1195177258zbMath0624.60068MaRDI QIDQ578743
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
60G42: Martingales with discrete parameter
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J55: Local time and additive functionals
60H20: Stochastic integral equations
Related Items
Itô's theory of excursion point processes and its developments, 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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