Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

One — dimensional stochastic differential equations involving the local times of the unknown process

3 references·16 citing·33 second hop

FromToDepth

this work references cited by second hop

References

1980MULTI-DIMENSIONAL DIFFUSION PROCESSES1,243 cited
1979Calcul Stochastique et Problèmes de Martingales1,161 cited
1971On the uniqueness of solutions of stochastic differential equations848 cited

Cited by

2005On the Constructions of the Skew Brownian Motion144 cited
1989Strong Markov Continuous Local Martingales and Solutions of One‐Dimensional Stochastic Differential Equations (Part I)124 cited
2005On one-dimensional stochastic differential equations with generalized drift109 cited
1991Strong Markov Continuous Local Martingales and Solutions of One‐Dimensional Stochastic Differential Equations (Part III)97 cited
2006A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients73 cited
2001Stochastic differential equations for Dirichlet processes67 cited
2006On random walk simulation of one-dimensional diffusion processes with discontinuous coefficients59 cited
2005One-Dimensional Stochastic Differential Equations with Singular and Degenerate Coefficients41 cited
2017Strong convergence for the Euler–Maruyama approximation of stochastic differential equations with discontinuous coefficients41 cited
2018Statistical estimation of the Oscillating Brownian Motion32 cited
2020Strong existence and uniqueness for stable stochastic differential equations with distributional drift

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

31 cited

1991On the theorem of T. Yamada and S. Watanabe31 cited

1995Diffusion Approximation for Open State-Dependent Queueing Networks in the Heavy Traffic Situation29 cited

2023Well‐posedness of stochastic heat equation with distributional drift and skew stochastic heat equation27 cited

2019A THRESHOLD MODEL FOR LOCAL VOLATILITY: EVIDENCE OF LEVERAGE AND MEAN REVERSION EFFECTS ON HISTORICAL DATA27 cited

2012One-dimensional parabolic diffraction equations: pointwise estimates and discretization of related stochastic differential equations with weighted local times26 cited