The solution of the perturbed Tanaka-equation is pathwise unique

DOI10.1214/11-AOP716zbMath1284.60134arXiv1104.0740MaRDI QIDQ373569

Vilmos Prokaj

Publication date: 17 October 2013

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1104.0740

zbMATH Keywords

stochastic differential equationpathwise uniquenessTanaka-equation

Mathematics Subject Classification ID

Brownian motion (60J65) Martingales with continuous parameter (60G44) Stochastic integral equations (60H20)

Related Items (12)

Scaling and local limits of Baxter permutations and bipolar orientations through coalescent-walk processes ⋮ Hiding a constant drift -- a strong solution ⋮ On the construction of measure-valued dual processes ⋮ The skew Brownian permuton: A new universality class for random constrained permutations ⋮ Stochastic flows and an interface SDE on metric graphs ⋮ Planar diffusions with rank-based characteristics and perturbed Tanaka equations ⋮ Skew-Unfolding the Skorokhod Reflection of a Continuous Semimartingale ⋮ Two Brownian particles with rank-based characteristics and skew-elastic collisions ⋮ On a coupling of solutions to the interface stochastic differential equation on a star graph ⋮ Three examples of Brownian flows on \(\mathbb{R}\) ⋮ Unnamed Item ⋮ Advection-dispersion across interfaces

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Hiding a constant drift
• Random times and enlargements of filtrations in a Brownian setting.
• Local times of ranked continuous semimartingales
• Hiding a constant drift -- a strong solution
• An explicit formula for the Skorokhod map on \([0,a\)]

This page was built for publication: The solution of the perturbed Tanaka-equation is pathwise unique