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Strong solutions of stochastic differential equations involving local times - MaRDI portal

Strong solutions of stochastic differential equations involving local times (Q3766596)

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Strong solutions of stochastic differential equations involving local times
scientific article

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    title
    Strong solutions of stochastic differential equations involving local times (English)
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    author
    Marek Rutkowski
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    published in
    Stochastics
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    publication date
    1987
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    Mathematics Subject Classification ID
    60H10
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    60J60
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    60J55
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    zbMATH DE Number
    4024437
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    zbMATH Keywords
    signed Radon measure
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    pathwise uniqueness
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    local time techniques
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    OpenAlex ID
    W1985014796
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