A regularity condition on the transition probability measure of a diffusion process (Q3703049): Difference between revisions
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Revision as of 12:22, 5 March 2024
scientific article
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English | 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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