Pathwise uniqueness of non-uniformly elliptic SDEs with rough coefficients

DOI10.1007/s10959-018-0869-2zbMath1480.60167arXiv1712.08237OpenAlexW2963894633MaRDI QIDQ2330414

Ludovic Tangpi, Olivier Menoukeu Pamen, Youssef Ouknine

Publication date: 22 October 2019

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.08237

zbMATH Keywords

stochastic differential equationspathwise uniquenesscomparison theorem for local timeslocal time of the unknown

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Local time and additive functionals (60J55)

Related Items (2)

A class of quadratic forward-backward stochastic differential equations ⋮ Flows for singular stochastic differential equations with unbounded drifts

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