Quelques identités sur les temps locaux et unicité des solutions d'équations differentielles stochastiques avec reflection

Y. Ouknine

Stochastic Processes and their Applications, 1993, vol. 48, issue 2, 335-340

Abstract: We give some useful formula on local time and we apply the local time technique to prove a pathwise uniqueness on stochastic differential equations with reflection at the boundary.

Keywords: local; time; stochastic; differential; equation (search for similar items in EconPapers)
Date: 1993
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-4149(93)90052-6
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:48:y:1993:i:2:p:335-340

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().