Existence and pathwise uniqueness of solutions for stochastic differential equations involving the local time at point zero

DOI10.1080/07362994.2021.2011317OpenAlexW4200444784WikidataQ115297114 ScholiaQ115297114MaRDI QIDQ5880397FDOQ5880397

Authors: Kamal Hiderah 

Publication date: 9 March 2023

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2021.2011317

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zbMATH Keywords

local timestochastic differential equationsone-sided Lipschitz conditionsuperlinear condition

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Local time and additive functionals (60J55) Numerical solutions to stochastic differential and integral equations (65C30)

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Cited In (8)

• Carathéodory approximate solutions for a class of perturbed reflected stochastic differential equations with irregular coefficients
• Zero noise limit of a stochastic differential equation involving a local time
• Carathéodory approximate solutions for a class of stochastic differential equations involving the local time at point zero with one-sided Lipschitz continuous drift coefficients
• On the quasi-everywhere existence of the local time of the solution of a stochastic differential equation
• Pathwise uniqueness of stochastic differential equations with local times
• Path-wise uniqueness of solutions to stochastic differential equations with local time and sojourn time on the boundary
• The truncated Euler-Maruyama method of one-dimensional stochastic differential equations involving the local time at point zero
• Existence and uniqueness of solutions for perturbed stochastic differential equations with reflected boundary

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