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On weak uniqueness for some diffusions with discontinuous coefficients · Study

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ArticleOn weak uniqueness for some diffusions with discontinuous coefficients

Nicolai V. Krylov2004

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Articlebronze2004

On weak uniqueness for some diffusions with discontinuous coefficients

Nicolai V. Krylov

53 citations·0/0 files stored·Stochastic Processes and their Applications

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Stochastic processes and financial applications Nonlinear Partial Differential Equations Stochastic processes and statistical mechanics

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References

1983Stochastic Differential Equations and Diffusion Processes 1980Controlled Diffusion Processes 1980MULTI-DIMENSIONAL DIFFUSION PROCESSES 1980Controlled Diffusion Processes 1994Introduction to the Theory of Diffusion Processes 1972On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations

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2017Optimal Control of Conditional Value-at-Risk in Continuous Time 2010On collisions of Brownian particles 2010On collisions of Brownian particles 2010Stochastic differential equations with coefficients in Sobolev spaces 2012Planar diffusions with rank-based characteristics and perturbed Tanaka equations

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Year2004

Typearticle

Published2004-05-11

VenueStochastic Processes and their Applications

ISSN-L0304-4149

Languageen

Citations53

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.spa.2004.03.012

openalex_workW2102299422

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