Mimicking the one-dimensional marginal distributions of processes having an Ito differential (Q1067301): Difference between revisions

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+István Gyöngy
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+On the Factorization of Non-Negative Definite Matrices
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+On stochastic equations with respect to semimartingales I.<sup>†</sup>
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+SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES
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+https://doi.org/10.1007/bf00699039
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+Mimicking an Itō process by a solution of a stochastic differential equation
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+MIMICKING FINITE DIMENSIONAL MARGINALS OF A CONTROLLED DIFFUSION WITH JUMPS
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+One-dimensional diffusions and approximation
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+Mimicking finite dimensional marginals of a controlled diffusion by simpler controls
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+Characterising One-Dimensional Diffusions using Stochastic Calculus
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+On one-dimensional Riccati diffusions
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