Path-wise uniqueness of solutions to stochastic differential equations with local time and sojourn time on the boundary

DOI10.1007/s13370-011-0002-5zbMath1271.60067arXiv1003.5781OpenAlexW2073046935MaRDI QIDQ351528

Youssef Ouknine, Rachid Belfadli

Publication date: 8 July 2013

Published in: Afrika Matematika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1003.5781

zbMATH Keywords

pathwise uniquenessone-dimensional stochastic differential equations

Mathematics Subject Classification ID

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

Related Items (1)

Balayage formula, local time and applications in stochastic differential equations

Cites Work

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• Généralisation d'un lemme de s. nakao et applications
• On the Strong Solutions of Stochastic Differential Equations
• Local times of functions of continuous semimartingales

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