On the Markov property of strong solutions to SDE with generalized coefficients

Abstract

We show the complete proof of the Markov property of the strong solution to a multidimensional SDE whose coefficients involve local time on a hyperplane of the unknown process.

References in corpus (1)

• On stochastic continuity of generalized diffusion processes constructed as the strong solution to an SDE

Cited by in corpus (1)

• On the constructions of the skew Brownian motion