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Local time and pathwise uniqueness for stochastic differential equations

Part of the Lecture Notes in Mathematics book series (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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© 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

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