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Local time and pathwise uniqueness for stochastic differential equations

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Séminaire de Probabilités XVI 1980/81

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 920))

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References

  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—Astérisque 52–53 (1978).

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  2. P.A. Meyer. Un cours sur les intégrales stochastiques. Séminaire de Probab. X, Springer lecture notes 511 (1976).

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  3. S. Nakao, On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations. Osaka J. Math. 9, 513–518 (1972).

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  4. T. Yamada, S. Watanabe. On the uniqueness of solutions of stochastic differential equations. J. Math. Kyoto Univ. 11, 155–167 (1971).

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  5. A.K. Zvonkin. A transformation of the phase space of a diffusion process that removes the drift. Math. U.S.S.R. Sbornik 22 129–149 (1974). *** DIRECT SUPPORT *** A00J4394 00005

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Authors and Affiliations

  1. Department of Mathematics, University of British Columbia, V6T 1Y4, Vancouver, B.C., Canada

    Edwin Perkins

Authors
  1. Edwin Perkins
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Jacques Azéma Marc Yor

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© 1982 Springer-Verlag

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Perkins, E. (1982). Local time and pathwise uniqueness for stochastic differential equations. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XVI 1980/81. Lecture Notes in Mathematics, vol 920. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0092781

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  • DOI: https://doi.org/10.1007/BFb0092781

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-11485-7

  • Online ISBN: 978-3-540-39158-6

  • eBook Packages: Springer Book Archive

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