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20062026
most citedPathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve

21 citations · 170 across the 25 of their papers we have counts for

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Showing 2019 · math.PRShow all

2 papers · 2 filters

math.PR2019★ 9 cited

Well-posedness for a class of degenerate Itô-SDEs with fully discontinuous coefficients

Haesung Lee, Gerald Trutnau

We show uniqueness in law for a general class of stochastic differential equations in , , with possibly degenerate and/or fully discontinuous locally bounded…

math.PR2019★ 15 cited

Existence and regularity of infinitesimally invariant measures, transition functions and time homogeneous Itô-SDEs

Haesung Lee, Gerald Trutnau

We show existence of an infinitesimally invariant measure for a large class of divergence and non-divergence form elliptic second order partial differential operators with loca…