Time inhomogeneous stochastic differential equations involving the local time of the unknown process, and associated parabolic operators (Q1639671)
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scientific article; zbMATH DE number 6887434
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| English | Time inhomogeneous stochastic differential equations involving the local time of the unknown process, and associated parabolic operators |
scientific article; zbMATH DE number 6887434 |
Statements
Time inhomogeneous stochastic differential equations involving the local time of the unknown process, and associated parabolic operators (English)
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13 June 2018
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stochastic differential equations with local time
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time inhomogeneous skew Brownian motion
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divergence form operators
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Feynman-Kac representation formula
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time inhomogeneous Markov processes
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0.92955124
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0.90867114
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0.8909899
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0.88857067
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0.88734096
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0.8839888
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0.8833368
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0.8800962
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