On the solution of a one-dimensional stochastic differential equation with singular drift coefficient (Q5693664)
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scientific article; zbMATH DE number 2210411
Language | Label | Description | Also known as |
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English | On the solution of a one-dimensional stochastic differential equation with singular drift coefficient |
scientific article; zbMATH DE number 2210411 |
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On the solution of a one-dimensional stochastic differential equation with singular drift coefficient (English)
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28 September 2005
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phase space transformation
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generalized diffusion process
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