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One-Dimensional Stochastic Differential Equations with Singular and Degenerate Coefficients
12 references·0 citing·37 second hop
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References

  • 2007Brownian Motion and Stochastic Calculus7,421 cited
  • 1999Continuous Martingales and Brownian Motion6,200 cited
  • 1971On the uniqueness of solutions of stochastic differential equations848 cited
  • 1984One — dimensional stochastic differential equations involving the local times of the unknown process178 cited
  • 1972On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations124 cited
  • 1983Applications du temps local aux equations differentielles stochastiques unidimensionnelles90 cited
  • 1985On solutions of one-dimensional stochastic differential equations without drift85 cited
  • 1982One Dimensional Stochastic Differential Equations with No Strong Solution78 cited
  • 2001Stochastic differential equations for Dirichlet processes67 cited
  • 1984One-dimensional stochastic differential equations involving a singular increasing process53 cited
  • 1988A note on approximation for stochastic differential equations50 cited
  • 1994On the strong solutions of one-dimensional stochastic differential equations with reflecting boundary44 cited

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