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Planar diffusions with rank-based characteristics and perturbed Tanaka equations
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References

  • 2007Brownian Motion and Stochastic Calculus7,421 cited
  • 1974A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT430 cited
  • 1981ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS394 cited
  • 2002Stochastic Portfolio Theory249 cited
  • 1986Time Reversal of Diffusions210 cited
  • 2002Stochastic Portfolio Theory184 cited
  • 2006On the constructions of the skew Brownian motion183 cited
  • 2005Atlas models of equity markets148 cited
  • 1980On the Strong Solutions of Stochastic Differential Equations145 cited
  • 2005On the Constructions of the Skew Brownian Motion144 cited
  • 1972On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations124 cited
  • 2011Hybrid Atlas models117 cited
  • 1969On Itô’s Stochastic Integral Equations98 cited
  • 1983Applications du temps local aux equations differentielles stochastiques unidimensionnelles90 cited
  • 1982One Dimensional Stochastic Differential Equations with No Strong Solution78 cited
  • 2002On the Uniqueness in Law and the Pathwise Uniqueness for Stochastic Differential Equations

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