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Strong Markov Continuous Local Martingales and Solutions of One‐Dimensional Stochastic Differential Equations (Part I)
4 references·16 citing·34 second hop
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this work references cited by second hop

References

  • 1983Stochastic Differential Equations and Diffusion Processes3,836 cited
  • 1971On the uniqueness of solutions of stochastic differential equations848 cited
  • 1980Semimartingales and Markov processes197 cited
  • 1984One — dimensional stochastic differential equations involving the local times of the unknown process178 cited

Cited by

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  • 2011How to Detect an Asset Bubble120 cited
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  • 1991Strong Markov Continuous Local Martingales and Solutions of One‐Dimensional Stochastic Differential Equations (Part III)97 cited
  • 2014Stochastic differential equations for sticky Brownian motion80 cited
  • 2004Some SDEs with distributional drift.57 cited
  • 2005On Weak Solutions of Backward Stochastic Differential Equations48 cited
  • 2003Some SDEs with distributional drift Part I: General calculus45 cited
  • 2012Convergence of integral functionals of one-dimensional diffusions40 cited
  • 2014Skew Ornstein–Uhlenbeck processes and their financial applications35 cited
  • 1991On the theorem of T. Yamada and S. Watanabe

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31 cited
  • 2014A stochastic differential equation with a sticky point29 cited
  • 2009On exponential local martingales associated with strong Markov continuous local martingales29 cited
  • 2013One-dimensional stochastic differential equations with generalized and singular drift25 cited
  • 2018Strong solutions to stochastic differential equations with rough coefficients24 cited
  • 2004On weak solutions of backward stochastic differential equations22 cited