Existence and pathwise uniqueness of solutions for stochastic differential equations involving the local time at point zero

被引:4
|
作者
Hiderah, Kamal [1 ]
机构
[1] Univ Aden, Fac Sci, Dept Math, Aden, Yemen
关键词
Stochastic differential equations; local time; one-sided Lipschitz condition; superlinear condition; BROWNIAN-MOTION;
D O I
10.1080/07362994.2021.2011317
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this article, we aim to obtain the existence and pathwise uniqueness of the solution to the one-dimensional stochastic differential equations involving the local time (SDELT) at point zero. The existence and pathwise uniqueness theorem for class of SDELT is established under the drift coefficient satisfies a one-sided Lipschitz condition plus the superlinear condition.
引用
收藏
页码:276 / 290
页数:15
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