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One-Dimensional Stochastic Differential Equations with Generalized Drift
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One-Dimensional Stochastic Differential Equations with Generalized Drift (2014)One-Dimensional Stochastic Differential E…On symmetric and skew Bessel processes (2012)On symmetric and skew Bessel …On the one-sided Tanaka equation with drift (2011)On the one-sided Tanaka equat…One-Dimensional Stochastic Differential Equations with Singular and Degenerate Coefficients (2005)One-Dimensional Stochastic Di…On one-dimensional stochastic differential equations with generalized drift (2005)On one-dimensional stochastic…Continuous Martingales and Brownian Motion (1999)Continuous Martingales and Br…Strong Markov Continuous Local Martingales and Solutions of One‐Dimensional Stochastic Differential Equations (Part III) (1991)Strong Markov Continuous Loca…Strong Markov Continuous Local Martingales and Solutions of One‐Dimensional Stochastic Differential Equations (Part I) (1989)Strong Markov Continuous Loca…On the nonexistence of a strong solution in the boundary problem for a sticky Brownian motion (1989)On the nonexistence of a stro…On Stochastic Differential Equations with Reflecting Barriers (1989)On Stochastic Differential Eq…One — dimensional stochastic differential equations involving the local times of the unknown process (1984)One — dimensional stochastic …Applications du temps local aux equations differentielles stochastiques unidimensionnelles (1983)Applications du temps local a…On the uniqueness of solutions of stochastic differential equations (1971)Brownian Motion and Stochastic Calculus (2007)Pathwise uniqueness for a degenerate stochastic differential equation (2007)One-dimensional stochastic differential equations with generalized and singular drift (2013)Calcul Stochastique et Problèmes de Martingales (1979)MULTI-DIMENSIONAL DIFFUSION PROCESSES (1980)On the Constructions of the Skew Brownian Motion (2005)Stochastic Differential Equations and Diffusion Processes (1983)The Euler scheme with irregular coefficients (2002)On Weak Solutions of Backward Stochastic Differential Equations (2005)MULTIDIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH DISTRIBUTIONAL DRIFT (2014)Brownian motion and stochastic calculus (1991)A Markov Chain Approximation Scheme for Option Pricing Under Skew Diffusions (2019)Semimartingales and Markov processes (1980)On the martingale property of certain local martingales (2010)How to Detect an Asset Bubble (2011)A Mathematical Theory of Financial Bubbles (2013)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)Stochastic Differential Equations and Diffusion Processes (1981)Brownian Motion and Stochastic Calculus (1988)Some SDEs with distributional drift. (2004)Convergence of integral functionals of one-dimensional diffusions (2012)Stochastic differential equations for sticky Brownian motion (2014)Backward Stochastic Differential Equations in Finance (1997)The Variance Gamma Process and Option Pricing (1998)Overconfidence and Speculative Bubbles (2003)Stochastic integral equations for Walsh semimartingales (2018)
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References

  • 1999Continuous Martingales and Brownian Motion6,253 cited
  • 1984One — dimensional stochastic differential equations involving the local times of the unknown process178 cited
  • 1989Strong Markov Continuous Local Martingales and Solutions of One‐Dimensional Stochastic Differential Equations (Part I)124 cited
  • 2005On one-dimensional stochastic differential equations with generalized drift109 cited
  • 1991Strong Markov Continuous Local Martingales and Solutions of One‐Dimensional Stochastic Differential Equations (Part III)97 cited
  • 1983Applications du temps local aux equations differentielles stochastiques unidimensionnelles90 cited
  • 2005One-Dimensional Stochastic Differential Equations with Singular and Degenerate Coefficients41 cited
  • 2012On symmetric and skew Bessel processes22 cited
  • 1989On Stochastic Differential Equations with Reflecting Barriers21 cited
  • 1989On the nonexistence of a strong solution in the boundary problem for a sticky Brownian motion21 cited
  • 2011On the one-sided Tanaka equation with drift18 cited

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