On the Markov property of strong solutions to SDE with generalized coefficients

2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/116472We show the complete proof of the Markov property of the strong solution to a multidimensional SDE whose coefficients involve local time on a hyperplane of the unknown process.Probability60G20; 60J55On the Markov property of strong solutions to SDE with generalized coefficientstext