Nonattainability of a Set by a Diffusion Process

DOI10.2307/1996937MaRDI QIDQ4778119zbMATH OpenOpenAlexFDO

Authors A. Friedman

Publication date 1974

Full work available at URL https://doi.org/10.2307/1996937

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Boundary value problems for second-order elliptic equations (35J25)

Cites work

• scientific article; zbMATH DE number 3272009 (Why is no real title available?)
• scientific article; zbMATH DE number 3355566 (Why is no real title available?)
• scientific article; zbMATH DE number 3371394 (Why is no real title available?)
• Asymptotic Behavior of Solutions of Linear Stochastic Differential Systems
• Asymptotic stability and spiraling properties for solutions of stochastic equations
• Dirichlet Problem for Degenerate Elliptic Equations

Cited in

(6)

• Decision with multiple alternatives: geometric models in higher dimensions -- the cube model
• Rebalancing multiple assets with mutual price impact
• On collisions of Brownian particles
• Lyapunov Exponents for a Stochastic Analogue of the Geodesic Flow
• Strong solutions of stochastic equations with rank-based coefficients
• Fundamental solutions for degenerate parabolic equations

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