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arXiv · 1003.5781

Unicité trajectorielle des équations différentielles stochastiques avec temps local et temps de séjour au bord

Rachid Belfadli·Youssef Ouknine
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Abstract

English version of the abstract. We study path-wise uniqueness property of a class of stochastic differential equations with local time and sojourn time in the boundary. ----- French version of the abstract. Nous étudions l'unicité trajectorielle des solutions d'une classe d'équations différentielles stochastiques avec temps local et temps de séjour au bord. Nous utilisons le probléme des martingales associé pour montrer qu'il y a unicité en loi, puis nous établissons que le supremum de deux solutions est encore une solution.

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Rachid Belfadli, Youssef Ouknine. 2010-03-30. Unicité trajectorielle des équations différentielles stochastiques avec temps local et temps de séjour au bord. https://arxiv.org/abs/1003.5781

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