A regularity condition on the transition probability measure of a diffusion process (Q3703049)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 3930069
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A regularity condition on the transition probability measure of a diffusion process |
scientific article; zbMATH DE number 3930069 |
Statements
A regularity condition on the transition probability measure of a diffusion process (English)
0 references
1985
0 references
transition probability measure
0 references
Hausdorff-dimension
0 references
pathwise uniqueness
0 references
theory of optimal stochastic control
0 references
0.9223237
0 references
0.91674256
0 references
0.9085637
0 references
0.9059558
0 references
0.9036743
0 references
