Abstract
In Section 5.1, we consider SDEs, for which the coefficients b and \(\sigma\) are power functions in the right-hand neighbourhood of zero or are equivalent to power functions as \(x\downarrow 0\). For these SDEs, we propose a simple procedure to determine the right type of zero.
Section 5.2 contains similar results for the types of infinity.
In Section 5.3, we investigate which types of isolated singular points are possible if the drift coefficient is positive or negative.
Section 5.4 contains similar results for the types of infinity.
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© 2005 Springer-Verlag Berlin/Heidelberg
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Cherny, A.S., Engelbert, HJ. (2005). 5. Several Special Cases. In: Singular Stochastic Differential Equations. Lecture Notes in Mathematics, vol 1858. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-31560-5_6
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DOI: https://doi.org/10.1007/978-3-540-31560-5_6
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