A stochastic differential equation with a unique (up to indistinguishability) but not strong solution
Séminaire de probabilités de Strasbourg, Volume 33 (1999), pp. 315-326.
@article{SPS_1999__33__315_0,
     author = {Kallsen, Jan},
     title = {A stochastic differential equation with a unique (up to indistinguishability) but not strong solution},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     pages = {315--326},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {33},
     year = {1999},
     mrnumber = {1768004},
     zbl = {0954.60046},
     language = {en},
     url = {http://www.numdam.org/item/SPS_1999__33__315_0/}
}
TY  - JOUR
AU  - Kallsen, Jan
TI  - A stochastic differential equation with a unique (up to indistinguishability) but not strong solution
JO  - Séminaire de probabilités de Strasbourg
PY  - 1999
SP  - 315
EP  - 326
VL  - 33
PB  - Springer - Lecture Notes in Mathematics
UR  - http://www.numdam.org/item/SPS_1999__33__315_0/
LA  - en
ID  - SPS_1999__33__315_0
ER  - 
%0 Journal Article
%A Kallsen, Jan
%T A stochastic differential equation with a unique (up to indistinguishability) but not strong solution
%J Séminaire de probabilités de Strasbourg
%D 1999
%P 315-326
%V 33
%I Springer - Lecture Notes in Mathematics
%U http://www.numdam.org/item/SPS_1999__33__315_0/
%G en
%F SPS_1999__33__315_0
Kallsen, Jan. A stochastic differential equation with a unique (up to indistinguishability) but not strong solution. Séminaire de probabilités de Strasbourg, Volume 33 (1999), pp. 315-326. http://www.numdam.org/item/SPS_1999__33__315_0/

Bauer, H., (1991). Wahrscheinlichkeitstheorie, 4th edn. De Gruyter, Berlin. | MR | Zbl

Jacod, J., (1979). Calcul Stochastique et Problèmes de Martingales, Lecture Notes in Mathematics, vol. 714. Springer, Berlin. | MR | Zbl

Karatzas, I. and Shreve, S., (1991). Brownian Motion and Stochatic Calculus, 2nd edn. Springer, New York. | MR | Zbl

Lasota, A. and Mackey, M., (1985). Probabilistic Properties of Deterministic Systems. Cambridge University Press, Cambridge. | MR | Zbl

Protter, P., (1992). Stochastic Integration and Differential Equations, 2nd edn. Springer, Berlin.

Revuz, D. and Yor, M., (1994). Continuous Martingales and Brownian Motion, 2nd edn. Springer, Berlin. | MR | Zbl

Tsirel'Son, B., (1975). An Example of a Stochastic Differential Equation Having No Strong Solution. Theory of Probability and Applications 20, 416-418. | MR | Zbl