Deterministic laws of time inhomogeneous diffusion processes

DOI10.2996/kmj/1138036116zbMath0434.60081OpenAlexW2062092331WikidataQ114845156 ScholiaQ114845156MaRDI QIDQ1139887

Sadao Sato

Publication date: 1980

Published in: Kodai Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2996/kmj/1138036116

zbMATH Keywords

inhomogeneous diffusion processes

Mathematics Subject Classification ID

Diffusion processes (60J60)

Cites Work

• On Square Integrable Martingales
• Construction of Non-Homogeneous Markov Processes by Means of a Random Substitution of Time
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