论文标题
凯奇（Cauchy）问题的独特性，用于扩散实现的严格的当地马利亚群岛
Uniqueness in Cauchy problems for diffusive real-valued strict local martingales
论文作者
论文摘要
对于实现的一维扩散的严格的本地玛格莱尔，我们提供了一组平滑功能，其中Cauchy问题在本地Hölder条件下具有独特的经典解决方案。在较弱的Engelbert-Schmidt条件下，我们提供了一套，其中Cauchy问题具有独特的弱解决方案。我们使用二次正常波动率模型和二维Bessel过程来体现我们的结果。
For a real-valued one dimensional diffusive strict local martingale,, we provide a set of smooth functions in which the Cauchy problem has a unique classical solution under a local Hölder condition. Under the weaker Engelbert-Schmidt conditions, we provide a set in which the Cauchy problem has a unique weak solution. We exemplify our results using quadratic normal volatility models and the two dimensional Bessel process.
