Strong solutions of stochastic differential equations involving local times-Reference-Cited by-同舟云学术

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Strong solutions of stochastic differential equations involving local times

Published:1987-11 Issue:3-4 Volume:22 Page:201-218
ISSN:0090-9491
Container-title:Stochastics
language:en
Short-container-title:Stochastics

Author:

Marek Rutkowski

Publisher

Informa UK Limited

Link

http://www.tandfonline.com/doi/pdf/10.1080/17442508708833474

Reference19 articles.

1. One-dimensional stochastic differential equations involving a singular increasing process

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1. On countably skewed Brownian motion with accumulation point;Electronic Journal of Probability;2015-01-01

2. STOCHASTIC EQUATIONS OF PROCESSES WITH JUMPS;Stochastics and Dynamics;2013-12-29

3. Balayage formula, local time and applications in stochastic differential equations;Bulletin des Sciences Mathématiques;2013-06

4. Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve;Stochastic Processes and their Applications;2011-08

5. Strong comparison of solutions of one-dimensional stochastic differential equations;Stochastic Processes and their Applications;1990-12

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