ON THE QUASI-EVERYWHERE EXISTENCE OF THE LOCAL TIME OF THE SOLUTION OF A STOCHASTIC DIFFERENTIAL-EQUATION

Authors
ZHANG TS
Citation
Ts. Zhang, ON THE QUASI-EVERYWHERE EXISTENCE OF THE LOCAL TIME OF THE SOLUTION OF A STOCHASTIC DIFFERENTIAL-EQUATION, Potential analysis, 5(3), 1996, pp. 231-240
Citations number
9
Categorie Soggetti
Mathematics, Pure",Mathematics
Journal title
Potential analysis → ACNP
ISSN journal
09262601
Volume
5
Issue
3
Year of publication
1996
Pages
231 - 240
Database
ISI
SICI code
0926-2601(1996)5:3<231:OTQEOT>2.0.ZU;2-1
Abstract
In this paper we prove that the local time of the solution of a stocha stic differential equation exists except for a set of zero capacity.