Existence and pathwise uniqueness of solutions for stochastic differential equations involving the local time at point zero
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Publication:5880397
DOI10.1080/07362994.2021.2011317OpenAlexW4200444784WikidataQ115297114 ScholiaQ115297114MaRDI QIDQ5880397
Publication date: 9 March 2023
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2021.2011317
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Numerical solutions to stochastic differential and integral equations (65C30) Local time and additive functionals (60J55)
Related Items (4)
Carathéodory approximate solutions for a class of stochastic differential equations involving the local time at point zero with one-sided Lipschitz continuous drift coefficients ⋮ Carathéodory approximate solutions for a class of perturbed reflected stochastic differential equations with irregular coefficients ⋮ The truncated Euler-Maruyama method of one-dimensional stochastic differential equations involving the local time at point zero ⋮ Existence and uniqueness of solutions for perturbed stochastic differential equations with reflected boundary
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