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Pathwise uniqueness for a degenerate stochastic differential equation
10 references·0 citing·34 second hop
Pathwise uniqueness for a degenerate stochastic differential equation (2007)Pathwise uniqueness for a degenerate stoc…One-Dimensional Stochastic Differential Equations with Singular and Degenerate Coefficients (2005)One-Dimensional Stochastic Di…Continuous Martingales and Brownian Motion (1999)Continuous Martingales and Br…Continuous Martingales and Brownian Motion (1991)Continuous Martingales and Br…On solutions of one-dimensional stochastic differential equations without drift (1985)On solutions of one-dimension…Applications du temps local aux equations differentielles stochastiques unidimensionnelles (1983)Applications du temps local a…One Dimensional Stochastic Differential Equations with No Strong Solution (1982)One Dimensional Stochastic Di…Stochastic Integrals of Continuous Local Martingales, II (1981)Stochastic Integrals of Conti…On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations (1972)On the pathwise uniqueness of…On the uniqueness of solutions of stochastic differential equations (1971)On the uniqueness of solution…On the uniqueness of solutions of stochastic differential equations II (1971)On the uniqueness of solution…Brownian Motion and Stochastic Calculus (2007)On symmetric and skew Bessel processes (2012)One-dimensional stochastic differential equations with generalized and singular drift (2013)Stochastic Differential Equations and Diffusion Processes (1983)On solutions of one-dimensional stochastic differential equations driven by stable Lévy motion (1997)Stochastic Differential Equations (2003)Some SDEs with distributional drift. (2004)Stochastic Differential Equations (2006)Stochastic differential equations for sticky Brownian motion (2014)On a stochastic integral equation (1946)On the smoothness of value functions and the existence of optimal strategies in diffusion models (2015)Mean stochastic comparison of diffusions (1985)Un Cours sur les Intégrales Stochastiques (2002)Asymptotic Behavior of the Stock Price Distribution Density and Implied Volatility in Stochastic Volatility Models (2009)Multidimensional Yamada-Watanabe theorem and its applications to particle systems (2013)On Square Integrable Martingales (1967)The Representation of Functionals of Brownian Motion by Stochastic Integrals (1970)�tude des solutions extr�males et repr�sentation int�grale des solutions pour certains probl�mes de martingales (1977)On Stochastic Differential Equations with Reflecting Barriers (1989)Stochastic differential equations with jumps (2004)Term Structure Models Driven by Wiener Processes and Poisson Measures: Existence and Positivity (2010)On the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion with integral-Lipschitz coefficients (2014)A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT (1974)A stochastic calculus model of continuous trading: Complete markets (1983)Stochastic differential equations with reflecting boundary conditions (1984)Backward Stochastic Differential Equations in Finance (1997)The Variance Gamma Process and Option Pricing (1998)A General Version of the Fundamental Theorem of Asset Pricing (1994) (2008)Stochastic differential equations for Dirichlet processes (2001)Weak existence and uniqueness for forward–backward SDEs (2006)On Weak Solutions of Stochastic Differential Equations (2011)A general version of the fundamental theorem of asset pricing (1994)Arbitrage Theory in Continuous Time (1998)Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options (2003)
this work references cited by second hop

References

  • 1999Continuous Martingales and Brownian Motion6,200 cited
  • 1991Continuous Martingales and Brownian Motion1,957 cited
  • 1971On the uniqueness of solutions of stochastic differential equations848 cited
  • 1972On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations124 cited
  • 1971On the uniqueness of solutions of stochastic differential equations II119 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
  • 2005One-Dimensional Stochastic Differential Equations with Singular and Degenerate Coefficients41 cited
  • 1981Stochastic Integrals of Continuous Local Martingales, II26 cited

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