Some identities on local times and uniqueness of solutions of stochastic differential equations with reflection
type: Item
instance of: scholarly article
title: Some identities on local times and uniqueness of solutions of stochastic differential equations with reflection
zbMATH Open document ID: 0793.60060
DOI: 10.1016/0304-4149(93)90052-6
author: Y. Oukine
published in: Stochastic Processes and their Applications
publication date: 1994-08-11T00:00:00Z
review text: The author gives some formulae on local time for semimartingales. This result is applied to obtain the theorem of pathwise uniqueness of stochastic differential equations with reflection.
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60J55
zbMATH DE Number: 493300
zbMATH Keywords: local time
zbMATH Keywords: semimartingales
zbMATH Keywords: pathwise uniqueness
zbMATH Keywords: stochastic differential equations
reviewed by: Maria Stolarczyk
MaRDI profile type: Publication
full work available at URL: 0304-4149(93)90052-6
OpenAlex ID: W2076711808
cites work: Q3482658
cites work: Fonctions de semimartingales et applications aux equations differentielles stochastiques
cites work: Généralisation d'un lemme de s. nakao et applications
cites work: ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS
description: scientific article; zbMATH DE number 493300