Strong Markov Local Dirichlet Processes and Stochastic Differential Equations
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Publication:4954352
DOI10.1137/S0040585X97976829zbMath0953.60043MaRDI QIDQ4954352
Hans-Jürgen Engelbert, Jochen Wolf
Publication date: 6 June 2000
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J65: Brownian motion
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