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

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Property / full work available at URL: https://doi.org/10.1080/17442508508833355 / rank
 
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Property / cites work: Q5848416 / rank
 
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Property / cites work: Examples of singular parabolic measures and singular transition probability densities / rank
 
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Property / cites work: Optimal Control of the Diffusion Coefficient of a Simple Diffusion Process / rank
 
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Property / cites work: Control of a Diffusion by Switching between Two Drift-Diffusion Coefficient Pairs / rank
 
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Latest revision as of 09:59, 17 June 2024

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