On stochastic differential equations characterizing some singular diffusion processes
From MaRDI portal
Publication:1168650
DOI10.3792/pjaa.57.151zbMath0493.60081OpenAlexW2073372975MaRDI QIDQ1168650
Publication date: 1981
Published in: Proceedings of the Japan Academy. Series A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3792/pjaa.57.151
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)
Related Items
Superposition of Diffusions with Linear Generator and its Multifractal Limit Process ⋮ Some singular diffusion processes and their associated stochastic differential equations
Cites Work