Measure diffusions and related explosion problems

DOI10.1080/07362999808809583MaRDI QIDQ4223647zbMATH OpenOpenAlexFDO

Authors Aubrey Wulfsohn

Publication date 30 March 1999

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362999808809583

zbMATH Keywords

characteristic functionalexplosionmeasure diffusionstochastic differential equation

Mathematics Subject Classification ID

Random measures (60G57) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites work

• L ¹ Properties of Second order Elliptic Operators
• Branching diffusions with random offspring distributions
• scientific article; zbMATH DE number 3780265 (Why is no real title available?)
• scientific article; zbMATH DE number 3319139 (Why is no real title available?)
• Random creation and dispersion of mass
• Stochastic evolution equations and related measure processes

Cited in

(4)

• Random creation and dispersion of mass
• Measure convolution semigroups and noninfinitely divisible probability distributions
• Path-space measure for stochastic differential equation with higher order drift causing explosion
• Stochastic morphological evolution equations

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