Diffusion processes with non-smooth diffusion coefficients and their density functions

DOI10.1017/S0308210500020618MaRDI QIDQ3201204zbMATH OpenFDO

Authors Terence J. Lyons, Weian Zheng

Publication date 1990

Published in Proceedings of the Royal Society of Edinburgh: Section A Mathematics (Search for Journal in Brave)

zbMATH Keywords

Dirichlet processdiffusion processelliptic operatorquadratic variation process

Mathematics Subject Classification ID

Diffusion processes (60J60) Transition functions, generators and resolvents (60J35)

Recommendations

• Diffusion processes and second order elliptic operators with singular coefficients for lower order terms
• Dirichlet processes associated to diffusions
• On conditional diffusion processes
• Positive densities of transition probabilities of diffusion processes
• scientific article; zbMATH DE number 4201317

Cited in

(12)

• Rough nonlocal diffusions
• An averaging principle for stochastic flows and convergence of non-symmetric Dirichlet forms
• Upper and lower functions for diffusion processes
• scientific article; zbMATH DE number 7662454 (Why is no real title available?)
• On conditional diffusion processes
• Decomposition of a class of functionals
• On the relation of one-dimensional diffusions on natural scale and their speed measures
• Diffusions with a nonlinear irregular drift coefficient and probabilistic interpretation of generalized Burgers' equations
• scientific article; zbMATH DE number 5182665 (Why is no real title available?)
• Stability of time-dependent diffusion semigroups and kernels
• Stochastic representation of diffusions corresponding to divergence form operators
• Backward problems for stochastic differential equations on the Sierpinski gasket

This page was built for publication: Diffusion processes with non-smooth diffusion coefficients and their density functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3201204)