Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
M.T. Barlow, E. Perkins: One-dimensional stochastic differential equations involving a singular increasing process. Preprint (1983).
J.M. Harrison, L.A. Shepp. On skew brownian motion. Annals of probability 9 (1981) p. 309–313.
J. Jacod. Calcul stochastique et problèmes de martingales. Lecture Notes in Mathematics 714. Springer Verlag Berlin 1979.
J.F. Le Gall. Temps locaux et equations differentielles stochastiques. Seminaire de probabilités XVII. Lecture Notes in Mathematics 986 Springer Verlag Berlin 1983.
S. Nakao. On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations. Osaka J. Math. 9 (1972) p. 513–518.
Y. Okabe, A. Shimizu. On the pathwise uniqueness of solutions of stochastic differential equations. J. Math. Kyoto University 15 (1975) p. 455–466.
W. Rosenkrantz. Limit theorems for solutions to a class of stochastic differential equations. Indiana University Math. J. 24 (1975) p. 613–625.
D.W. Stroock, S.R.S. Varadhan. Multidimensional diffusion processes. Springer Verlag Berlin 1979.
D.W. Stroock, M. Yor. Some remarkable martingales. Seminaire de probabilités XV. Lecture Notes in Mathematics 850. Springer Verlag Berlin (1981).
J.B. Walsh. A diffusion with discontinuous local time. Astérisque 52–53 (1978) p. 37–45.
T. Yamada, S. Watanabe. On the uniqueness of solutions of stochastic differential equations. J. Math. Kyoto University II (1971) p. 155–167.
M. Yor. Sur la continuité des temps locaux associés à certaines semimartingales. Astérisque 52–53 (1978) p. 23–35.
Author information
Authors and Affiliations
Editor information
Rights and permissions
Copyright information
© 1984 Springer-Verlag
About this paper
Cite this paper
Le Gall, J.F. (1984). One — dimensional stochastic differential equations involving the local times of the unknown process. In: Truman, A., Williams, D. (eds) Stochastic Analysis and Applications. Lecture Notes in Mathematics, vol 1095. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0099122
Download citation
DOI: https://doi.org/10.1007/BFb0099122
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-13891-4
Online ISBN: 978-3-540-39103-6
eBook Packages: Springer Book Archive