Strong Markov Continuous Local Martingales and Solutions of One‐Dimensional Stochastic Differential Equations (Part III)

Abstract

Abstract This last part of the present paper is devoted to one‐dimensional stochastic differential equations driven by a WIENER process. In Section 4, we give a survey on existence, uniqueness, and various other aspects of solutions. In Section 5, which was the starting point of the present paper, we describe the connection between strong MARKOV continuous local martingales and solutions of one‐dimensional stochastic differential equations without drift.

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