A regularity condition on the transition probability measure of a diffusion process (Q3703049): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/17442508508833355 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2051454374 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5848416 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Examples of singular parabolic measures and singular transition probability densities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3714302 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4086303 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4086524 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Control of the Diffusion Coefficient of a Simple Diffusion Process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Control of a Diffusion by Switching between Two Drift-Diffusion Coefficient Pairs / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 09:59, 17 June 2024

scientific article
Language Label Description Also known as
English
A regularity condition on the transition probability measure of a diffusion process
scientific article

    Statements

    A regularity condition on the transition probability measure of a diffusion process (English)
    0 references
    0 references
    0 references
    1985
    0 references
    0 references
    0 references
    0 references
    0 references
    transition probability measure
    0 references
    Hausdorff-dimension
    0 references
    pathwise uniqueness
    0 references
    theory of optimal stochastic control
    0 references
    0 references