On the non‐confluent property of solutions of one‐dimensional stochastic differential equations

DOI10.1080/17442508608833385zbMath0594.60064OpenAlexW2050631329MaRDI QIDQ3725275

Toshio Yamada

Publication date: 1986

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508608833385

zbMATH Keywords

comparison theoremlocal timenon-confluent property of solutions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Local time and additive functionals (60J55) Stochastic integral equations (60H20)

Related Items

Strong comparison of solutions of one-dimensional stochastic differential equations ⋮ One-dimensional SDEs with LPS-type singular drift coefficients and Hölder continuous diffusion coefficients ⋮ Flows of homeomorphisms of stochastic differential equations with measurable drift

Cites Work

• Unnamed Item
• Coalescing and noncoalescing stochastic flows in \(R_ 1\)
• On the Strong Solutions of Stochastic Differential Equations
• A generalized formula of Ito and some other properties of stochastic flows
• On the strong comparison theorems for solutions of stochastic differential equations

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