One — dimensional stochastic differential equations involving the local times of the unknown process
- 1 January 1984
- book chapter
- Published by Springer Nature in Lecture Notes in Mathematics
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- On Skew Brownian MotionThe Annals of Probability, 1981
- Some remarkable martingalesPublished by Springer Nature ,1981
- Calcul Stochastique et Problèmes de MartingalesLecture Notes in Mathematics, 1979
- On the pathwise uniqueness of solutions of stochastic differential equationsKyoto Journal of Mathematics, 1975
- On the uniqueness of solutions of stochastic differential equationsKyoto Journal of Mathematics, 1971