Strong solutions of stochastic differential equations involving local times

DOI10.1080/17442508708833474zbMath0629.60064OpenAlexW1985014796MaRDI QIDQ3766596

Marek Rutkowski

Publication date: 1987

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508708833474

zbMATH Keywords

pathwise uniquenesssigned Radon measurelocal time techniques

Mathematics Subject Classification ID

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

Related Items (5)

Strong comparison of solutions of one-dimensional stochastic differential equations ⋮ On solutions of stochastic differential equations with drift ⋮ Balayage formula, local time and applications in stochastic differential equations ⋮ Stochastic differential equations with singular drift ⋮ Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve

Cites Work

• Unnamed Item
• On Strong Solutions of Stochastic Equations with Degenerate Coefficients
• On the Strong Solutions of Stochastic Differential Equations

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