Stochastic differential equations with singular drift

DOI10.1016/0167-7152(90)90078-LzbMath0711.60052OpenAlexW2071267494MaRDI QIDQ923498

Marek Rutkowski

Publication date: 1990

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(90)90078-l

zbMATH Keywords

stochastic differential equationsRadon measuresemimartingalepathwise uniqueness of solutionssymmetric local time

Mathematics Subject Classification ID

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

Related Items (6)

On the Pathwise Uniqueness of Solutions of One-Dimensional Stochastic Differential Equations with Jumps ⋮ ON ONE-DIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS INVOLVING THE MAXIMUM PROCESS ⋮ On solutions of stochastic differential equations with drift ⋮ On the strong Feller property for stochastic delay differential equations with singular drift ⋮ Pathwise uniqueness of non-uniformly elliptic SDEs with rough coefficients ⋮ Limit theorems for BSDE with local time applications to non-linear PDE

Cites Work

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• On the existence of diffusions with singular drift coefficient
• One-dimensional stochastic differential equations involving a singular increasing process
• Strong solutions of stochastic differential equations involving local times
• Généralisation d'un lemme de s. nakao et applications
• Fundamental solutions of stochastic differential equations with drift

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