Establishes pathwise uniqueness conditions and a pasting theorem for generalized SDEs with singular coefficients, providing the first existence-uniqueness results for skew sticky threshold Cox-Ingersoll-Ross-type diffusions.
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Existence and uniqueness for singular stochastic differential equations with piecewise well-behaved coefficients
Establishes pathwise uniqueness conditions and a pasting theorem for generalized SDEs with singular coefficients, providing the first existence-uniqueness results for skew sticky threshold Cox-Ingersoll-Ross-type diffusions.