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

Existence and pathwise uniqueness of solutions for stochastic differential equations involving the local time at point zero (Q5880397)

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scientific article; zbMATH DE number 7661017
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Existence and pathwise uniqueness of solutions for stochastic differential equations involving the local time at point zero
scientific article; zbMATH DE number 7661017

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    Existence and pathwise uniqueness of solutions for stochastic differential equations involving the local time at point zero (English)
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    9 March 2023
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    stochastic differential equations
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    local time
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    one-sided Lipschitz condition
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    superlinear condition
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