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Stochastic Analysis and Applications pp 51–82Cite as

One — dimensional stochastic differential equations involving the local times of the unknown process

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References

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Authors and Affiliations

  1. Laboratoire de Probabilités, Tour 56, 4 Place Jussieu. F., 75230, Paris Cédex 05

    J. F. Le Gall

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  1. J. F. Le Gall
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Aubrey Truman David Williams

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© 1984 Springer-Verlag

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Le Gall, J.F. (1984). One — dimensional stochastic differential equations involving the local times of the unknown process. In: Truman, A., Williams, D. (eds) Stochastic Analysis and Applications. Lecture Notes in Mathematics, vol 1095. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0099122

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  • DOI: https://doi.org/10.1007/BFb0099122

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-13891-4

  • Online ISBN: 978-3-540-39103-6

  • eBook Packages: Springer Book Archive

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