Stochastic differential equation for Brox diffusion (Q2359722)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential equation for Brox diffusion |
scientific article |
Statements
Stochastic differential equation for Brox diffusion (English)
0 references
22 June 2017
0 references
random environment
0 references
Brox diffusion
0 references
white noise drift
0 references
strong solution
0 references
uniqueness
0 references
local time
0 references
Itô formula
0 references
