Hiding a constant drift -- a strong solution

zbMath1259.60056MaRDI QIDQ1928887

Vilmos Prokaj, Walter Schachermayer

Publication date: 4 January 2013

Published in: Illinois Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ijm/1348505537

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Foundations of stochastic processes (60G05)

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Cites Work

• The solution of the perturbed Tanaka-equation is pathwise unique
• Hiding a constant drift
• Hiding a drift
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