References
- Engelbert , H. J. and Schmidt , W. 1985 . “ One-Dimensional Stochastic Differential Equations with Generalized Drift. Stochastic Differential Systems ” . Lecture Notes in Control and Information Sciences Vol. 69 , 143 – 155 . Berlin : Springer-Verlag . (Marseille-Luminy, 1984)
- Engelbert , H. J. and Schmidt , W. 1985 . Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part III) . Math. Nachr. , 151 ( 199 ) : 149 – 197 .
- Gihman , I. I. and Skorokhod , A. V. 1975 . “ Theory of Random Processes III ” . Nauka Moscow .
- Ikeda , N. and Watanabe , S. 1981 . “ Stochastic Differential Equations and Diffusion Processes ” . Amsterdam : North-Holland .
- Jacod , J. 1980 . Weak and Strong Solutions of Stochastic Differential Equations . Stochastics , 3 : 171 – 191 .
- Knight , F. B. 1987,1988 . “ On Invertibility of Martingale Time Changes. Seminar on Stochastic processes ” . In Progress in Probability and Statistics , Vol. 15 , 193 – 222 . Boston : Birkhäuser .
- Le Gall , J.-F. 1983 . “ Applications des temps locaux aux equations différentielles stochastiques unidimensionelles. Seminaire de Probabilités XVI ” . Lecture Notes in Mathematics 986 15 – 31 . Berlin : Springer-Verlag .
- Le Gall , J.-F. 1984 . “ One-Dimensional Stochastic Differential Equations Involving Local Times of the Unknown Process ” . In Stochastic Analysis and Applications (Swansea, 1983) , Lecture Notes in Mathematics Vol. 1095 , Berlin : Springer-Verlag .
- Yamada , T. and Watanabe , S. 1971 . “ On the Uniqueness of Solutions of Stochastic Differential Equations ” . Vol. 11 , 155 – 167 . Math. Kyoto Univ. .