Some SDEs with distributional drift. II: Lyons-Zheng structure, Itô's formula and semimartingale characterization (Q5467644)
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scientific article; zbMATH DE number 5026170
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| English | Some SDEs with distributional drift. II: Lyons-Zheng structure, Itô's formula and semimartingale characterization |
scientific article; zbMATH DE number 5026170 |
Statements
24 May 2006
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martingale problem
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parabolic PDE operator
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Lyons-Zheng processes
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time reversal
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distributional drift
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0.8243256211280823
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0.7629513144493103
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0.7554511427879333
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0.7516102194786072
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0.7512873411178589
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