Some limit theorems connected with Brownian local time.
Ghomrasni, Raouf (2006)
Journal of Applied Mathematics and Stochastic Analysis
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Displaying similar documents to “Local time and pathwise uniqueness for stochastic differential equations”
Some limit theorems connected with Brownian local time.
An extension of the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps.
Hoepfner, Reinhard (2009)
Electronic Communications in Probability [electronic only]
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On the pathwise uniqueness of solutions of stochastic differential equations.
Sonoc, C. (1998)
Portugaliae Mathematica
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Backward doubly stochastic differential equations with infinite time horizon
Bo Zhu, Baoyan Han (2012)
Applications of Mathematics
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We give a sufficient condition on the coefficients of a class of infinite horizon backward doubly stochastic differential equations (BDSDES), under which the infinite horizon BDSDES have a unique solution for any given square integrable terminal values. We also show continuous dependence theorem and convergence theorem for this kind of equations.
Some remarkable martingales
Daniel W. Stroock, Marc Yor (1981)
Séminaire de probabilités de Strasbourg
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Genericity in deterministic and stochastic differential equations
Jean-Jacques Alibert, Khaled Bahlali (2001)
Séminaire de probabilités de Strasbourg
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Local and global existence for mild solutions of stochastic differential equations.
Barbu, D. (1998)
Portugaliae Mathematica
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Maximum principle and comparison theorem for quasi-linear stochastic PDE's.
Denis, Laurent, Matoussi, Anis, Stoica, Lucretiu (2009)
Electronic Journal of Probability [electronic only]
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Some remarks on
John B. Walsh (1993)
Séminaire de probabilités de Strasbourg
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solutions of BSDEs with stochastic Lipschitz condition.
Wang, Jiajie, Ran, Qikang, Chen, Qihong (2007)
Journal of Applied Mathematics and Stochastic Analysis
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