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Some Properties of Diffusion Processes with Singular Coefficients

Lions, Pierre-Louis; Musiela, Marek (2006), Some Properties of Diffusion Processes with Singular Coefficients, Communications in Applied Analysis, 10, 1, p. 109-126

Type
Article accepté pour publication ou publié
Date
2006
Journal name
Communications in Applied Analysis
Volume
10
Number
1
Publisher
Dynamic Publishers
Pages
109-126
Metadata
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Author(s)
Lions, Pierre-Louis
Musiela, Marek
Subjects / Keywords
Hölder coefficients; uniqueness in law; pathwise uniqueness; local time