On a time-inhomogeneous diffusion process with discontinuous drift (Q6160607)
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scientific article; zbMATH DE number 7701093
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English | On a time-inhomogeneous diffusion process with discontinuous drift |
scientific article; zbMATH DE number 7701093 |
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On a time-inhomogeneous diffusion process with discontinuous drift (English)
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26 June 2023
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Wiener process
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reflected diffusion processes
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symmetric diffusion processes
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heavy traffic diffusion approximation
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