On the uniqueness of solutions of stochastic differential equations with boundary conditions

DOI10.1215/KJM/1250523476MaRDI QIDQ2558076zbMATH OpenOpenAlexFDO

Authors Shintaro Nakao, Tokuzo Shiga

Publication date 1972

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

Full work available at URL https://doi.org/10.1215/kjm/1250523476

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Cited in

(4)

• Hitting a boundary point by diffusions in the closed half space
• Statistical problems for stochastic processes with boundary conditions
• On uniqueness of solutions of the martingale problem
• Autostabilizing nonlinear reflected process

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