Time inhomogeneous stochastic differential equations involving the local time of the unknown process, and associated parabolic operators (Q1639671): Difference between revisions
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Latest revision as of 00:18, 11 December 2024
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| English | Time inhomogeneous stochastic differential equations involving the local time of the unknown process, and associated parabolic operators |
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Time inhomogeneous stochastic differential equations involving the local time of the unknown process, and associated parabolic operators (English)
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13 June 2018
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stochastic differential equations with local time
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time inhomogeneous skew Brownian motion
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divergence form operators
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Feynman-Kac representation formula
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time inhomogeneous Markov processes
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