6 citations · 11 across the 8 of their papers we have counts for
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math.PR2011★ 6 cited
On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations with jumps
M. Benabdallah, S. Bouhadou, Y. Ouknine
We consider one-dimensional stochastic differential equations with jumps in the general case. We introduce new technics based on local time and we prove new results on pathwise uni…
math.PR2011★ 1 cited
On semimartingale local time inequalities and applications in SDE's
M. Benabdallah, S. Bouhadou, Y. Ouknine
Using the balayage formula, we prove an inequality between the measures associated to local times of semimartingales. Our result extends the "comparison theorem of local times" of…