6 citations · 11 across the 2 of their papers we have counts for
2 papers
math.PR2006★ 5 cited
On the Markov property of strong solutions to SDE with generalized coefficients
Ludmila L. Zaitseva
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.
math.PR2006★ 6 cited
On stochastic continuity of generalized diffusion processes constructed as the strong solution to an SDE
Ludmila L. Zaitseva
The comparison theorem for skew Brownian motions is proved. As the corollary we get the estimate on ${\Cal L}_1-$distance between two skew Brownian motions started from different p…