Existence and pathwise uniqueness of solutions for stochastic differential equations involving the local time at point zero

Stochastic Analysis and Applications ◽

10.1080/07362994.2021.2011317 ◽

2021 ◽

pp. 1-15

Author(s):

Kamal Hiderah

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Pathwise Uniqueness ◽

Uniqueness Of Solutions

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On the pathwise uniqueness of solutions of stochastic differential equations driven by symmetric stable Lévy processes

Stochastics ◽

10.1080/17442500802025436 ◽

2008 ◽

Vol 80 (6) ◽

pp. 519-524 ◽

Author(s):

R. Belfadli ◽

Y. Ouknine

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Lévy Processes ◽

Levy Processes ◽

Pathwise Uniqueness ◽

Uniqueness Of Solutions

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Existence and pathwise uniqueness of solutions for stochastic differential equations with respect to martingales in the plane

Stochastic Processes and their Applications ◽

10.1016/s0304-4149(99)00040-x ◽

1999 ◽

Vol 83 (2) ◽

pp. 303-317 ◽

Author(s):

Zongxia Liang

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Pathwise Uniqueness ◽

Uniqueness Of Solutions

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On the existence and pathwise uniqueness of solutions of stochastic differential equations

Stochastics and Stochastics Reports ◽

10.1080/17442509608834044 ◽

1996 ◽

Vol 56 (3-4) ◽

pp. 227-239 ◽

Author(s):

Adrian Constantin

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Pathwise Uniqueness ◽

Uniqueness Of Solutions

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On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations of jump type

Proceedings of the Japan Academy Series A Mathematical Sciences ◽

10.3792/pjaa.58.353 ◽

1982 ◽

Vol 58 (8) ◽

pp. 353-356 ◽

Author(s):

Takashi Komatsu

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Pathwise Uniqueness ◽

Uniqueness Of Solutions ◽

One Dimensional

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On the pathwise uniqueness of solutions of stochastic differential equations

Stochastic Analysis and Applications ◽

10.1080/07362999808809529 ◽

1998 ◽

Vol 16 (2) ◽

pp. 231-232 ◽

Author(s):

Adrian Constantin

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Pathwise Uniqueness ◽

Uniqueness Of Solutions

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On the pathwise uniqueness of solutions of stochastic differential equations

Journal of Mathematics of Kyoto University ◽

10.1215/kjm/1250523074 ◽

1975 ◽

Vol 15 (2) ◽

pp. 455-466 ◽

Author(s):

Yasunori Okabe ◽

Akinobu Shimizu

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Pathwise Uniqueness ◽

Uniqueness Of Solutions

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On the Pathwise Uniqueness of Solutions of One-Dimensional Stochastic Differential Equations with Jumps

Statistical Methods and Applications in Insurance and Finance - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-319-30417-5_8 ◽

2016 ◽

pp. 193-210

Author(s):

Mohsine Benabdallah ◽

Siham Bouhadou ◽

Youssef Ouknine

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Pathwise Uniqueness ◽

Uniqueness Of Solutions ◽

One Dimensional

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On the pathwise uniqueness of solutions of stochastic differential equations driven by multi-dimensional symmetric α stable class

Journal of Mathematics of Kyoto University ◽

10.1215/kjm/1250281799 ◽

2006 ◽

Vol 46 (1) ◽

pp. 107-121 ◽

Author(s):

Takahiro Tsuchiya

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Pathwise Uniqueness ◽

Uniqueness Of Solutions ◽

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Local time and pathwise uniqueness for stochastic differential equations

Séminaire de Probabilités XVI 1980/81 - Lecture Notes in Mathematics ◽

10.1007/bfb0092781 ◽

1982 ◽

pp. 201-208 ◽

Author(s):

Edwin Perkins

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Pathwise Uniqueness

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A note on the Euler–Maruyama scheme for 1-dimensional stochastic differential equations involving the local time of the unknown process

Journal of Interdisciplinary Mathematics ◽

10.1080/09720502.2021.1893474 ◽

2021 ◽

pp. 1-21

Author(s):

Mohamed Bourza ◽

Mohsine Benabdallah

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

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