Pages that link to "Item:Q2558710"
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The following pages link to On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations (Q2558710):
Displaying 40 items.
- The parametrix method for skew diffusions (Q309004) (← links)
- The Peano phenomenon for Itō equations (Q378024) (← links)
- Balayage formula, local time and applications in stochastic differential equations (Q388124) (← links)
- Approximation of ordinary differential equations by stochastic differential equations (Q792009) (← links)
- On the smoothness of value functions and the existence of optimal strategies in diffusion models (Q900609) (← links)
- Taxation, agency conflicts, and the choice between callable and convertible debt (Q960264) (← links)
- Controlling the occupation time of an exponential martingale (Q1678509) (← links)
- Stability problems for Cantor stochastic differential equations (Q1683816) (← links)
- Large-noise asymptotic for one-dimensional diffusions (Q1781186) (← links)
- On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations of jump type (Q1838768) (← links)
- Local time flow related to skew Brownian motion. (Q1872243) (← links)
- Generalized integration and stochastic ODEs (Q1872259) (← links)
- An \(M/M/s\)-consistent diffusion model for the \(GI/G/s\) queue (Q1905064) (← links)
- Existence of strong solutions for Itô's stochastic equations via approximations (Q1917635) (← links)
- Planar diffusions with rank-based characteristics and perturbed Tanaka equations (Q1955831) (← links)
- On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients (Q1997564) (← links)
- On strong solutions of Itô's equations with \(\sigma\in W_{\mathtt{d}}^1\) and \(\mathtt{b}\in{L_{\mathtt{d}}}\) (Q2072091) (← links)
- Existence of strong solutions for Itô's stochastic equations via approximations: revisited (Q2093296) (← links)
- On the strong convergence rate for the Euler-Maruyama scheme of one-dimensional SDEs with irregular diffusion coefficient and local time (Q2099271) (← links)
- Strong convergence for the Euler-Maruyama approximation of stochastic differential equations with discontinuous coefficients (Q2407763) (← links)
- Two Brownian particles with rank-based characteristics and skew-elastic collisions (Q2447698) (← links)
- Pathwise uniqueness for a degenerate stochastic differential equation (Q2460330) (← links)
- Stochastic differential equations driven by stable processes for which pathwise uniqueness fails (Q2485749) (← links)
- On weak uniqueness for some diffusions with discontinuous coefficients (Q2485782) (← links)
- Asymmetric skew Bessel processes and their applications to finance (Q2571223) (← links)
- Regularization of differential equations by fractional noise. (Q2574521) (← links)
- Approximation and Stability of Solutions of SDEs Driven by a Symmetric α Stable Process with Non-Lipschitz Coefficients (Q2865107) (← links)
- Functional law of the iterated logarithm type for a skew Brownian motion (Q2923384) (← links)
- Investment Timing with Incomplete Information and Multiple Means of Learning (Q3453345) (← links)
- Optimal contract with moral hazard for Public Private Partnerships (Q4584683) (← links)
- Optimal Consumption in the Stochastic Ramsey Problem without Boundedness Constraints (Q4627477) (← links)
- On the Euler–Maruyama Scheme for Degenerate Stochastic Differential Equations with Non-sticky Condition (Q5126527) (← links)
- On a Construction of Strong Solutions for Stochastic Differential Equations with Non-Lipschitz Coefficients: A Priori Estimates Approach (Q5126528) (← links)
- Skew-Unfolding the Skorokhod Reflection of a Continuous Semimartingale (Q5374167) (← links)
- Representation of solutions to sticky stochastic differential equations (Q5887748) (← links)
- Advection-dispersion across interfaces (Q5965038) (← links)
- Stochastic differential equations with discontinuous diffusion coefficients (Q6050286) (← links)
- The skew Brownian permuton: A new universality class for random constrained permutations (Q6075083) (← links)
- HOW LARGE IS THE JUMP DISCONTINUITY IN THE DIFFUSION COEFFICIENT OF A TIME-HOMOGENEOUS DIFFUSION? (Q6170144) (← links)
- Limit behaviour of random walks on ℤ<sup><i>m</i></sup>with two-sided membrane (Q6175886) (← links)
