UNICITÉ TRAJECTORIELLE DES ÉQUATIONS DIFFÉRENTIELLES
STOCHASTIQUES AVEC TEMPS LOCAL
Abstract: We study the pathwise uniqueness of a one-dimensional stochastic differential
equation driven by white noise and involving local time of the unknown process. We
introduce a very weak condition on the diffusion term which is sufficient for the pathwise
uniqueness if one considers an equation of the form
![integral t integral integral
Xt = x0 + s(s,x,Xs)W (ds,dx)+ Lat(X)n(da),
0 E R](files/19.1/HTML/19.1.5.abs0x.png)
where
![n](files/19.1/HTML/19.1.5.abs1x.png)
stands for a signed Radon measure on
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -