On the strong uniqueness of a solution to singular stochastic differential equations

zbMath1249.60177arXiv1112.2506MaRDI QIDQ2896751

Olga Aryasova, Andrey Yu. Pilipenko

Publication date: 16 July 2012

Full work available at URL: https://arxiv.org/abs/1112.2506

zbMATH Keywords

Bessel processlocal timemartingale problemstrong uniquenesssingular SDE

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65)

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