A regularity condition on the transition probability measure of a diffusion process (Q3703049): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
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 |
Revision as of 20:15, 19 March 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
1985
0 references
transition probability measure
0 references
Hausdorff-dimension
0 references
pathwise uniqueness
0 references
theory of optimal stochastic control
0 references