FKG inequality for Brownian motion and stochastic differential equations.

Barbato, David

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A note on strong solutions of stochastic differential equations with a discontinuous drift coefficient.

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Strong existence, uniqueness and non-uniqueness in an equation involving local time

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Absorption in stochastic epidemics

Josef Štěpán, Jakub Staněk (2009)

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A two dimensional stochastic differential equation is suggested as a stochastic model for the Kermack–McKendrick epidemics. Its strong (weak) existence and uniqueness and absorption properties are investigated. The examples presented in Section 5 are meant to illustrate possible different asymptotics of a solution to the equation.