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Some SDEs with distributional drift Part I: General calculus
11 references·5 citing·41 second hop
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this work references cited by second hop

References

  • 2007Brownian Motion and Stochastic Calculus7,421 cited
  • 1999Continuous Martingales and Brownian Motion6,200 cited
  • 1974A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT430 cited
  • 1993Forward, backward and symmetric stochastic integration318 cited
  • 1995The generalized covariation process and Ito formula136 cited
  • 2000Stochastic calculus with respect to continuous finite quadratic variation processes132 cited
  • 1989Strong Markov Continuous Local Martingales and Solutions of One‐Dimensional Stochastic Differential Equations (Part I)124 cited
  • 1985On solutions of one-dimensional stochastic differential equations without drift85 cited
  • 1996Ito formula forC 1-functions of semimartingales84 cited
  • 2001Stochastic differential equations for Dirichlet processes67 cited
  • 2004Some SDEs with distributional drift.57 cited

Cited by

  • 2007Generalized Itǒ Formulae and Space-Time Lebesgue–Stieltjes Integrals of Local Times35 cited
  • 2006Verification theorems for stochastic optimal control problems via a time dependent Fukushima–Dirichlet decomposition35 cited
  • 2022Multidimensional SDE with distributional drift and Lévy noise34 cited
  • 2020

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Strong existence and uniqueness for stable stochastic differential equations with distributional drift
31 cited
  • 2006Two-parameter p, q-variation Paths and Integrations of Local Times30 cited