On the existence of diffusions with singular drift coefficient

DOI10.1007/BF02018710MaRDI QIDQ1119276zbMATH OpenFDO

Authors Jia-An Yan

Publication date 1988

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

zbMATH Keywords

Girsanov transformationBMO martingalebounded mean oscillation martingaleexistence of L-diffusion

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)

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Cites work

• scientific article; zbMATH DE number 3883355 (Why is no real title available?)
• scientific article; zbMATH DE number 3664138 (Why is no real title available?)
• scientific article; zbMATH DE number 3780265 (Why is no real title available?)
• scientific article; zbMATH DE number 3505981 (Why is no real title available?)
• Bounds for the fundamental solution of a parabolic equation
• Diffusion Processes with Unbounded Drift Coefficient
• Transformation of H p -martingales by a change of law

Cited in

(6)

• Stochastic differential equations with singular drift
• Diffusion with irregular drift in a Hilbert space
• scientific article; zbMATH DE number 52577 (Why is no real title available?)
• A weak convergence criterion for constructing changes of measure
• On a generalized diffusion process with a drift that is the generalized derivative of a singular function
• Diffusions with singular drift related to wave functions

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