A Stochastic Differential Equation for a Class of Feller's One-dimensional Diffusion

DOI10.1002/MANA.19821070122MaRDI QIDQ3667725zbMATH OpenOpenAlexWikidataFDO

Authors Jürgen Groh

Publication date 1982

Published in Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/mana.19821070122

zbMATH Keywords

weak solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Cites work

• scientific article; zbMATH DE number 3206627 (Why is no real title available?)
• scientific article; zbMATH DE number 3287297 (Why is no real title available?)
• scientific article; zbMATH DE number 3366273 (Why is no real title available?)
• On Square Integrable Martingales

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