Intrinsic location parameter of a diffusion process
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Publication:1858647
DOI10.1214/EJP.v7-102zbMath1008.60081arXivmath/9809027MaRDI QIDQ1858647
Publication date: 13 February 2003
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/9809027
stochastic differential equation; harmonic map; nonlinear heat equation; forward-backward stochastic differential equation; gamma-martingale; intrinsic location parameter
60H30: Applications of stochastic analysis (to PDEs, etc.)
58J65: Diffusion processes and stochastic analysis on manifolds
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