Abstract
Given a regular diffusion X on the real axis which is a semimartingale we describe the semimartingale decomposition of X. We then give necessary and sufficient conditions in terms of the scale and the speed measure for X being a solution of an Ito type stochastic differential equation driven by a Wiener process and with classical drift or a drift term involving the local time of X. A regular diffusion is also characterized as unique solution of a certain martingale problem. Finally we discuss an example related to skew Brownian motion
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