Existence and pathwise uniqueness of solutions for stochastic differential equations involving the local time at point zero-Reference-Cited by-同舟云学术

Existence and pathwise uniqueness of solutions for stochastic differential equations involving the local time at point zero

Published:2021-12-16 Issue: Volume: Page:1-15
ISSN:0736-2994
Container-title:Stochastic Analysis and Applications
language:en
Short-container-title:Stochastic Analysis and Applications

Author:

Hiderah Kamal¹

Affiliation:

1. Department of Mathematics, Faculty of Science, University of Aden, Aden, Yemen

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/07362994.2021.2011317

Reference22 articles.

1. ON ONE-DIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS INVOLVING THE MAXIMUM PROCESS

2. Approximation of Euler–Maruyama for one-dimensional stochastic differential equations involving the local times of the unknown process

3. Benabdallah, M., Hiderah, K. (2017). The weak rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local times of the unknown process. Available at: https://arxiv.org/abs/1701.00551v2

4. Strong rate of convergence for the Euler–Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero

5. One-dimensional stochastic differential equations with generalized and singular drift

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1. Existence and uniqueness of solutions for perturbed stochastic differential equations with reflected boundary;Monte Carlo Methods and Applications;2023-10-24

2. The truncated Euler–Maruyama method of one-dimensional stochastic differential equations involving the local time at point zero;Random Operators and Stochastic Equations;2023-02-28

3. Carathéodory approximate solutions for a class of perturbed reflected stochastic differential equations with irregular coefficients;Stochastic Analysis and Applications;2022-04-24

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;Monte Carlo Methods and Applications;2022-02-15