One-dimensional diffusion and stochastic differential equation

DOI10.1016/J.SPL.2021.109333MaRDI QIDQ2667586zbMATH OpenOpenAlexWikidataFDO

Authors Ping He, Yuncong Shen, Wenjie Sun

Publication date 4 March 2022

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2021.109333

zbMATH Keywords

one-dimensional diffusionregularscale functionspeed measurestochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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Cites work

• Dirichlet forms and symmetric Markov processes.
• Essentials of stochastic processes. Translated from the 1957 Japanese original.
• Excessive measures for linear diffusions
• scientific article; zbMATH DE number 1245556 (Why is no real title available?)
• scientific article; zbMATH DE number 1515832 (Why is no real title available?)
• scientific article; zbMATH DE number 3447884 (Why is no real title available?)
• On general boundary conditions for one-dimensional diffusions with symmetry
• On symmetric linear diffusions
• Regular Dirichlet extensions of one-dimensional Brownian motion

Cited in

(8)

• One dimensional stochastic differential equations with distributional drifts
• scientific article; zbMATH DE number 431478 (Why is no real title available?)
• Characterising One-Dimensional Diffusions using Stochastic Calculus
• scientific article; zbMATH DE number 19371 (Why is no real title available?)
• scientific article; zbMATH DE number 809177 (Why is no real title available?)
• scientific article; zbMATH DE number 918325 (Why is no real title available?)
• On the submartingale/supermartingale property of diffusions in natural scale
• Regular diffusion and stochastic differential equation with generalized drift

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