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On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations
2 references·16 citing·39 second hop
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this work references cited by second hop

References

  • 1971On the uniqueness of solutions of stochastic differential equations848 cited
  • 1946On a stochastic integral equation152 cited

Cited by

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  • 2015On the smoothness of value functions and the existence of optimal strategies in diffusion models82 cited
  • 2014Stochastic differential equations for sticky Brownian motion80 cited
  • 2015Investment Timing with Incomplete Information and Multiple Means of Learning61 cited
  • 2000STOCHASTIC DIFFERENTIAL EQUATIONS AND DIFFUSIONS57 cited
  • 2016Strong rate of convergence for the Euler–Maruyama approximation of SDEs with Hölder continuous drift coefficient56 cited
  • 2004On weak uniqueness for some diffusions with discontinuous coefficients53 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
  • 2003Hyperbolic Stochastic Partial Differential Equations with Additive Fractional Brownian Sheet40 cited
  • 1981Strong Solutions of Stochastic Differential Equations with Boundary Conditions39 cited
  • 2004Stochastic differential equations driven by stable processes for which pathwise uniqueness fails

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38 cited
  • 2002Generalized Integration and Stochastic ODEs38 cited
  • 2008Taxation, agency conflicts, and the choice between callable and convertible debt36 cited
  • 1983Stochastic equations and krylov's estimates for semimartingales35 cited
  • 2003Stochastic Differential Equations with Additive Fractional Noise and Locally Unbounded Drift33 cited