On stochastic differential equations for multi-dimensional diffusion processes with boundary conditions

DOI10.1215/kjm/1250523692zbMath0212.20203MaRDI QIDQ2544527

Shinzo Watanabe

Publication date: 1971

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250523692

Mathematics Subject Classification ID

60J60: Diffusion processes

60H99: Stochastic analysis

Related Items

The calculus of boundary processes, On the uniqueness of solutions of stochastic differential equations with singular drifts, Stochastic theory of population genetics, On the existence of solutions of stochastic differential equations with singular drifts, Controlled diffusion processes on infinite horizon with the overtaking criterion, On stochastic differential equations characterizing some singular diffusion processes, Singular ergodic control for multidimensional Gaussian processes, The Skorohod oblique reflection problem in domains with corners and application to stochastic differential equations, Statistical problems for stochastic processes with boundary conditions, The existence of solutions of a martingale problem, On uniqueness of solutions of the martingale problem, Autostabilizing nonlinear reflected process, On the semimartingale representation of reflecting Brownian motion in a cusp, Brownian motion in a wedge with variable reflection: Existence and uniqueness, Some singular diffusion processes and their associated stochastic differential equations