Local time and pathwise uniqueness for stochastic differential equations

Edwin A. Perkins

Séminaire de probabilités de Strasbourg (1982)

  • Volume: 16, page 201-208

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Perkins, Edwin A.. "Local time and pathwise uniqueness for stochastic differential equations." Séminaire de probabilités de Strasbourg 16 (1982): 201-208. <http://eudml.org/doc/113371>.

@article{Perkins1982,
author = {Perkins, Edwin A.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {local time of a semimartingale; pathwise uniqueness results},
language = {eng},
pages = {201-208},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Local time and pathwise uniqueness for stochastic differential equations},
url = {http://eudml.org/doc/113371},
volume = {16},
year = {1982},
}

TY - JOUR
AU - Perkins, Edwin A.
TI - Local time and pathwise uniqueness for stochastic differential equations
JO - Séminaire de probabilités de Strasbourg
PY - 1982
PB - Springer - Lecture Notes in Mathematics
VL - 16
SP - 201
EP - 208
LA - eng
KW - local time of a semimartingale; pathwise uniqueness results
UR - http://eudml.org/doc/113371
ER -

References

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  1. 1. N. El Karoui, M. Chaleyat-Maurel. Un problème de réflexion et ses applications au temps local et aux equations différentielles stochastiques sur IR. Cas continu. In: Temps locaux - Astérisque52-53 (1978). 
  2. 2. P.A. Meyer. Un cours sur les intégrales stochastiques. Séminaire de Probab. X , Springerlecture notes511 (1976) . Zbl0374.60070MR501332
  3. 3. S. Nakao, On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations. Osaka J. Math.9, 513-518 (1972) . Zbl0255.60039MR326840
  4. 4. T. Yamada, S. Watanabe. On the uniqueness of solutions of stochastic differential equations. J. Math. Kyoto Univ.11, 155-167 (1971) . Zbl0236.60037MR278420
  5. 5. A.K. Zvonkin. A transformation of the phase space of a diffusion process that removes the drift. Math. U.S.S.R. Sbornik22129-149 (1974). Zbl0306.60049MR336813

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