On one-dimensional stochastic differential equations without drift and with time-dependent diffusion coefficients

DOI10.1080/17442509308833836zbMath0786.60077OpenAlexW2047251768MaRDI QIDQ3141169

Torsten Senf

Publication date: 21 April 1994

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509308833836

zbMATH Keywords

stochastic differential equationweak convergenceBrownian motioncontinuous local martingales

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Stochastic integrals (60H05) Convergence of probability measures (60B10)

Related Items (6)

On stochastic equations with measurable coefficients driven by symmetric stable processes ⋮ Probabilistic representation for solutions of an irregular porous media type equation ⋮ On one-dimensional stochastic differential equations driven by stable processes ⋮ On driftless one-dimensional sdes with time-dependent diffusion coefficients ⋮ On stability and existence of solutions of SDEs with reflection at the boundary ⋮ A Note on One-Dimensional Stochastic Equations

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