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

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 2023年 / 41卷 / 02期

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

页码：276 / 290

页数：15

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