We prove that under some assumptions a one-dimensional Itô equation has a strong solution concentrated on a finite spatial interval, and the pathwise uniqueness holds.
@article{bwmeta1.element.bwnjournal-article-apmv57z1p13bwm,
author = {Anna Milian},
title = {On one-dimensional diffusion processes living in a bounded space interval},
journal = {Annales Polonici Mathematici},
volume = {57},
year = {1992},
pages = {13-19},
zbl = {0777.60057},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-apmv57z1p13bwm}
}
Anna Milian. On one-dimensional diffusion processes living in a bounded space interval. Annales Polonici Mathematici, Tome 57 (1992) pp. 13-19. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-apmv57z1p13bwm/
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