{"entities":{"Q5956497":{"pageid":8133299,"ns":120,"title":"Item:Q5956497","lastrevid":47746939,"modified":"2026-01-02T14:26:04Z","type":"item","id":"Q5956497","labels":{"en":{"language":"en","value":"Stochastic differential equations for Dirichlet processes"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1709420"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956497$587F49EA-2D4A-4A79-A672-5C80A6B37E30","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"b516e80a815eab04ae2c5757545fdda2db43eb12","datavalue":{"value":{"text":"Stochastic differential equations for Dirichlet processes","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5956497$A77B8D79-DE93-4389-95F1-67CD281B1460","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"d8eefc81de5cbc4da35a1ed11df28f8daf01532d","datavalue":{"value":"0995.60053","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5956497$1ED7C9F4-3EDB-4F3A-A54C-B46033D95716","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"5634ed73655df7ff634863012c13a56a8dc95ec6","datavalue":{"value":{"entity-type":"item","numeric-id":226500,"id":"Q226500"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956497$7FFC3CCA-2E9D-4743-918D-647772614581","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"28cbed3f4022895fe6508e49309facc76682fc3b","datavalue":{"value":{"entity-type":"item","numeric-id":231642,"id":"Q231642"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956497$11CCE676-7BC6-4375-98B1-5E2D7FBB87DE","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"b7044c8f303dad5b9a88e9485409d8600e48f937","datavalue":{"value":{"time":"+2002-10-23T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5956497$ADF72B8C-2E0E-46F8-AF95-D3711E399510","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"acd933074a701ba0865ce4960a15d498dd6446d8","datavalue":{"value":"Let \\(W\\) denote a 1-dimensional Brownian motion. The authors study the stochastic differential equation (SDE) \\(dX_t= a(X_t)dW_t+ b(X_t) dt\\), where \\(W\\) is a 1-dimensional Brownian motion. Their goal is to generalize former results by \\textit{D. W. Stroock} and \\textit{S. R. S. Varadhan} [``Multidimensional diffusion processes'' (1979; Zbl 0426.60069)], \\textit{A. K. Zvonkin} [Mat. Sb., n. Ser. 93(135), 129-149 (1974; Zbl 0291.60036)] and \\textit{J. F. Le Gall} [in: Stochastic analysis and applications. Lect. Notes Math. 1095, 51-82 (1984; Zbl 0551.60059)] on the pathwise existence and uniqueness. They consider \\(a\\) as H\u00f6lder continuous of order \\(1/2\\) and \\(b\\) as a generalized function (\\(b= a^2 B'\\), where \\(B\\) is H\u00f6lder continuous), and they construct explicitly a Dirichlet process \\(X\\) which is proved to be the unique solution of the above SDE. Particular attention is also payed to the case \\(b= aa'\\) for which the infinitesimal operator associated to the SDE is of divergence form. It is shown that if \\(a\\in C^{1/2}\\), there is a unique strong solution (which is a semimartingale if and only if \\(a\\) is a signed Radon measure), while for every \\(\\alpha\\in (0,1/2)\\) there is some \\(a\\in C^\\alpha\\) bounded away from zero and infinity such that the SDE does not have neither a strong solution nor pathwise uniqueness. Finally, in the last section the above SDE with \\(b=0\\) is interpreted in Stratonovich's sense. Existence and uniqueness of the strong solution is obtained for bounded, measurable coefficients \\(a\\) bounded below away from zero. For \\(a\\) being a signed Radon measure, this solution is characterized as semimartingale.","type":"string"},"datatype":"string"},"type":"statement","id":"Q5956497$CFEBA620-9C29-4D0F-B31B-B5C897AF634D","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"a7701caef6aeab2e833a634fb2c03d5de2a89dc0","datavalue":{"value":{"entity-type":"item","numeric-id":378338,"id":"Q378338"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956497$A159CA53-FED0-4C3E-A1F0-112099D0E646","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"b1355fbb4f7dce5b1a2a667a659d4b16ecef07e4","datavalue":{"value":"60H10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5956497$471E57B6-E971-4B87-93D6-E612D2F1BB94","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"c5ceb18f65bc82337879ce60b200a02edc7b3293","datavalue":{"value":"60J35","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5956497$D6E15AC9-9D95-44F0-BFD4-5B1B2455C044","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"6e0e439813fbf5e4d372bca5db5b7a21ee3e3e8d","datavalue":{"value":"60J55","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5956497$5A51A758-7E87-4E63-AFA3-F07FF23B27D6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"b9ecacc3c387b9df37c03aa0bdbce24884f8eb18","datavalue":{"value":"31C25","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5956497$49F81EF9-896D-4114-B32D-D6D2B9E3E324","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"5d4e798ce28cd410ddc1bcb4ed9b1b38f787bdbc","datavalue":{"value":"1709420","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5956497$8E8FD8B3-151C-44CD-8721-96902791A9EF","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c38ec33a8b7bf1b95c44d2b13ad654a3b40c4f4f","datavalue":{"value":"strong solution","type":"string"},"datatype":"string"},"type":"statement","id":"Q5956497$A6683861-5EA3-44B9-8D79-8232A30AB086","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"833fa9cf912a30d03507c63e3d7aaa25d1aa2174","datavalue":{"value":"pathwise uniqueness","type":"string"},"datatype":"string"},"type":"statement","id":"Q5956497$C26A9A68-541A-4CB0-B980-A30751688C0C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c56a440cbc492e9a1daf9b6feafde766dbd26de2","datavalue":{"value":"Dirichlet process","type":"string"},"datatype":"string"},"type":"statement","id":"Q5956497$491C8801-1307-4558-9462-8D8FA3EE8DEB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c0b6964b410a257cf1fca1c35020f79dfed3ac71","datavalue":{"value":"semi-martingale","type":"string"},"datatype":"string"},"type":"statement","id":"Q5956497$601D1102-DA36-45E3-B5D6-0A0F5338F0D8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d4e688163f471eebd04899eb6211352d3b8ef6a1","datavalue":{"value":"generalized drift","type":"string"},"datatype":"string"},"type":"statement","id":"Q5956497$C3E6F4B8-EA93-40E2-9669-0CE53803FB0F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e820d99e8b177b6b26f989f37d281396034900fc","datavalue":{"value":"It\u00f4 integral","type":"string"},"datatype":"string"},"type":"statement","id":"Q5956497$882EC5B4-8388-4631-BDA6-2F62B4837205","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"611230f13ad6718cc96440249f12b3b1c412ba31","datavalue":{"value":"Stratonovich integral","type":"string"},"datatype":"string"},"type":"statement","id":"Q5956497$D501AC97-7F92-4EBB-8B07-D3F2522C96C5","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956497$E7DFFDEA-540E-4631-899E-F1BEA47C04A6","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"44b2cf846a0f16267314441cdf8c0f390b8ec44f","datavalue":{"value":"https://doi.org/10.1007/s004400100151","type":"string"},"datatype":"url"},"type":"statement","id":"Q5956497$27CEB6F9-4B94-47EC-BD0B-66317D5FC7A9","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"46942b435a853a1baabef8c328d8c9718f27ffe9","datavalue":{"value":"W1999832754","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5956497$E7564765-142C-4F5E-A81E-983A908E0E2A","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"b946d2c6b6afa2c938051430889b1009318fde2e","datavalue":{"value":"10.1007/S004400100151","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5956497$B2317434-CDED-44B4-B882-58589B3CC8BE","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"3e4ddda27c7b76772b0a1708a44a37e8574d8b29","datavalue":{"value":{"entity-type":"item","numeric-id":3036360,"id":"Q3036360"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5956497$843BE04A-9C08-4BA9-B9DB-9CAD090C7A58","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"91ce8d170ad91255d9e8394516295c382caa0e75","datavalue":{"value":{"entity-type":"item","numeric-id":3334733,"id":"Q3334733"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9ccb695880b66371c0b41a29a1be4879214d2b03","datavalue":{"value":{"amount":"+0.8140877485275269","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5956497$D92B5BAF-FBD9-437B-8360-293B1E1A3EE9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"41d809b6650472fcc2d962eb839126384e6276ad","datavalue":{"value":{"entity-type":"item","numeric-id":3332029,"id":"Q3332029"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3f50ec90e3755a6d7795599df8e10acf938b9ebd","datavalue":{"value":{"amount":"+0.8117172122001648","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5956497$C6E00A82-A695-471D-809F-EB3BB153CDC7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6a021a1993777303b7bc74fc86958918d9efcb8e","datavalue":{"value":{"entity-type":"item","numeric-id":3580550,"id":"Q3580550"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"09685e0e3e8f8d31c75d1411e2a5c3cebd0acd4b","datavalue":{"value":{"amount":"+0.8071978688240051","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5956497$70F58E35-AEBD-4D32-AD18-ACAB25AB0E6C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7e1c75e6e7d92563c001e414f74ba4a12156377f","datavalue":{"value":{"entity-type":"item","numeric-id":3766596,"id":"Q3766596"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c0cf9ba7762fdc41522178fc6395983f28becd0c","datavalue":{"value":{"amount":"+0.8022332787513733","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5956497$9D6AA0C4-05FA-4915-AD14-78B4CD5A33D8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"aac450843a7bd0737fefe43d93a47f666f732da4","datavalue":{"value":{"entity-type":"item","numeric-id":578743,"id":"Q578743"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"41714a3ae0c5a863f2013754491f21818591869c","datavalue":{"value":{"amount":"+0.7931907773017883","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5956497$783A5D79-17F3-4256-93D3-FA1259F49294","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:5956497","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:5956497"}}}}}