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Volumn 16, Issue 4, 2003, Pages 789-812

On pathwise uniqueness of stochastic differential equations without drift

Author keywords

Pathwise uniqueness; Pure martingale; Uniqueness in law

Indexed keywords


EID: 3543029887     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1023/B:JOTP.0000011993.52094.c7     Document Type: Article
Times cited : (2)

References (18)
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    • 3543014591 scopus 로고
    • On stochastic differential equations without drift
    • Assing, S., and Senf, T. (1991). On stochastic differential equations without drift. Stochastics Stochastics Rep. 36, 21-39.
    • (1991) Stochastics Stochastics Rep. , vol.36 , pp. 21-39
    • Assing, S.1    Senf, T.2
  • 2
    • 0002749054 scopus 로고
    • Sém. Prob. XXVI, Lecture Notes in Math., Springer
    • Azéma, J., and Yor, M. (1992). Sur les zéros des martingales continues, Sém. Prob. XXVI, Lecture Notes in Math., Vol. 1526, Springer, pp. 248-306.
    • (1992) Sur les Zéros des Martingales Continues , vol.1526 , pp. 248-306
    • Azéma, J.1    Yor, M.2
  • 7
    • 0001916270 scopus 로고
    • On the behaviour of certain functionals of the Wiener process and applications to stochastic differential equations
    • Lecture Notes in Control and Information Science, Springer
    • Engelbert, H. J., and Schmidt, W. (1981). On the behaviour of certain functionals of the Wiener process and applications to stochastic differential equations. In Stochastic Differential Systems, Proceedings of the 3rd IFIP-WG 7/1 Working Conference, Lecture Notes in Control and Information Science, Vol. 36, Springer, pp. 47-55.
    • (1981) Stochastic Differential Systems, Proceedings of the 3rd IFIP-WG 7/1 Working Conference , vol.36 , pp. 47-55
    • Engelbert, H.J.1    Schmidt, W.2
  • 8
    • 0000217551 scopus 로고
    • On solutions of stochastic differential equations without drift
    • Engelbert, H. J., and Schmidt, W. (1985). On solutions of stochastic differential equations without drift. Z. Wahrscheinlichkeit 68, 287-317.
    • (1985) Z. Wahrscheinlichkeit. , vol.68 , pp. 287-317
    • Engelbert, H.J.1    Schmidt, W.2
  • 9
    • 84985383272 scopus 로고
    • Strong Markov continuous local martingales and solutions of one-dimensional stochastic differential equations III
    • Engelbert, H. J., and Schmidt, W. (1991). Strong Markov continuous local martingales and solutions of one-dimensional stochastic differential equations III. Math. Nachr. 151, 149-197.
    • (1991) Math. Nachr. , vol.151 , pp. 149-197
    • Engelbert, H.J.1    Schmidt, W.2
  • 10
    • 33749870448 scopus 로고    scopus 로고
    • Strong Markov local Dirichlet processes and stochastic differential equations
    • Engelbert, H. J., and Wolf, W. (1998). Strong Markov local Dirichlet processes and stochastic differential equations. Teor. Veroyatnost. i Primenen. 43, 331-348.
    • (1998) Teor. Veroyatnost. i Primenen. , vol.43 , pp. 331-348
    • Engelbert, H.J.1    Wolf, W.2
  • 13
    • 0030487329 scopus 로고    scopus 로고
    • On the existence of universal functional solutions to classical SDE's
    • Kallenberg, O. (1996). On the existence of universal functional solutions to classical SDE's. Ann. Probab. 24(1), 196-205.
    • (1996) Ann. Probab. , vol.24 , Issue.1 , pp. 196-205
    • Kallenberg, O.1
  • 18
    • 0012167312 scopus 로고
    • Sém. Pro. XV, Lecture Notes in Math., Springer
    • Stroock, D. W., and Yor, M. (1981). Some Remarkable Martingales, Sém. Pro. XV, Lecture Notes in Math., Vol. 850, Springer, pp. 590-603.
    • (1981) Some Remarkable Martingales , vol.850 , pp. 590-603
    • Stroock, D.W.1    Yor, M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.