On solutions of stochastic differential equations with drift

DOI10.1007/BF01193944zbMath0675.60048MaRDI QIDQ1122220

Marek Rutkowski

Publication date: 1990

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationscontinuous local martingale

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (1)

On the martingale problem for degenerate-parabolic partial differential operators with unbounded coefficients and a mimicking theorem for Itô processes

Cites Work

• Stochastic differential equations with singular drift
• A characterization of adapted distribution
• On solutions of one-dimensional stochastic differential equations without drift
• Stochastic equations and krylov's estimates for semimartingales
• One-dimensional stochastic differential equations involving a singular increasing process
• Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part II)
• Strong solutions of stochastic differential equations involving local times
• Fundamental solutions of stochastic differential equations with drift
• Existence of weak solutions for stochastic differential equations with driving semimartingales
• Stochastic Integrals of Continuous Local Martingales, II
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