A regularity condition on the transition probability measure of a diffusion process (Q3703049): Difference between revisions
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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: Q3714302 / rank | |||
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| Property / cites work: Q4086524 / 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 08:59, 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)
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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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