Some identities on local times and uniqueness of solutions of stochastic differential equations with reflection (Q1312301)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Some identities on local times and uniqueness of solutions of stochastic differential equations with reflection |
scientific article; zbMATH DE number 493300
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some identities on local times and uniqueness of solutions of stochastic differential equations with reflection |
scientific article; zbMATH DE number 493300 |
Statements
Some identities on local times and uniqueness of solutions of stochastic differential equations with reflection (English)
0 references
11 August 1994
0 references
The author gives some formulae on local time for semimartingales. This result is applied to obtain the theorem of pathwise uniqueness of stochastic differential equations with reflection.
0 references
local time
0 references
semimartingales
0 references
pathwise uniqueness
0 references
stochastic differential equations
0 references
