Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part III)

H. J. Engelbert; W. Schmidt

doi:10.1002/mana.19911510111

Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part III)

Mathematische Nachrichten ◽

10.1002/mana.19911510111 ◽

1991 ◽

Vol 151 (1) ◽

pp. 149-197 ◽

Cited By ~ 53

Author(s):

H. J. Engelbert ◽

W. Schmidt

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

One Dimensional ◽

Strong Markov

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Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part I)

Mathematische Nachrichten ◽

10.1002/mana.19891430115 ◽

1989 ◽

Vol 143 (1) ◽

pp. 167-184 ◽

Cited By ~ 20

Author(s):

H. J. Engelbert ◽

W. Schmidt

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

One Dimensional ◽

Strong Markov

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Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part II)

Mathematische Nachrichten ◽

10.1002/mana.19891440117 ◽

1989 ◽

Vol 144 (1) ◽

pp. 241-281 ◽

Cited By ~ 11

Author(s):

H. J. Engelbert ◽

W. Schmidt

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

One Dimensional ◽

Strong Markov

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Strong Markov Local Dirichlet Processes and Stochastic Differential Equations

Theory of Probability and Its Applications ◽

10.1137/s0040585x97976829 ◽

1999 ◽

Vol 43 (2) ◽

pp. 189-202

Author(s):

H. J. Engelbert ◽

J. Wolf

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Dirichlet Processes ◽

Strong Markov

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Stability Problem for One-Dimensional Stochastic Differential Equations with Discontinuous Drift

Lecture Notes in Mathematics - Séminaire de Probabilités XLVIII ◽

10.1007/978-3-319-44465-9_4 ◽

2016 ◽

pp. 97-121 ◽

Cited By ~ 1

Author(s):

Dai Taguchi

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Stability Problem ◽

One Dimensional ◽

Discontinuous Drift

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Strong comparison of solutions of one-dimensional stochastic differential equations

Stochastic Processes and their Applications ◽

10.1016/0304-4149(90)90092-7 ◽

1990 ◽

Vol 36 (2) ◽

pp. 217-230 ◽

Cited By ~ 3

Author(s):

Youssef Ouknine ◽

Marek Rutkowski

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

One Dimensional

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Feller’s One-Dimensional Diffusions as Unique Weak Solutions to Stochastic Differential Equations

Transactions of the Tenth Prague Conference ◽

10.1007/978-94-009-3859-5_35 ◽

1988 ◽

pp. 355-362

Author(s):

Jürgen Groh

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Weak Solutions ◽

One Dimensional

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$$L^{\alpha -1}$$ distance between two one-dimensional stochastic differential equations driven by a symmetric $$\alpha$$-stable process

Japan Journal of Industrial and Applied Mathematics ◽

10.1007/s13160-020-00429-9 ◽

2020 ◽

Vol 37 (3) ◽

pp. 929-956

Author(s):

Takuya Nakagawa

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Stable Process ◽

One Dimensional

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Feller's One-Dimensional Diffusions as Weak Solutions to Stochastic Differential Equations

Mathematische Nachrichten ◽

10.1002/mana.19851220116 ◽

1985 ◽

Vol 122 (1) ◽

pp. 157-165 ◽

Cited By ~ 1

Author(s):

Jürgen Groh

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Weak Solutions ◽

One Dimensional

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Continuous strong Markov semimartingales as solutions of stochastic differential equations

Continuous Strong Markov Processes in Dimension One - Lecture Notes in Mathematics ◽

10.1007/bfb0096158 ◽

1998 ◽

pp. 103-118

Author(s):

Sigurd Assing ◽

Wolfgang M. Schmidt

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Strong Markov

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On one-dimensional stochastic differential equations with generalized drift

Lecture Notes in Control and Information Sciences - Stochastic Differential Systems Filtering and Control ◽

10.1007/bfb0005069 ◽

2005 ◽

pp. 143-155 ◽

Cited By ~ 13

Author(s):

H. J. Engelbert ◽

W. Schmidt

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

One Dimensional

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