One-Dimensional Stochastic Differential Equations with Generalized Drift
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Publication:2931875
DOI10.1137/S0040585X97986655zbMath1318.60064OpenAlexW3104891884MaRDI QIDQ2931875
Stefan Blei, Hans-Jürgen Engelbert
Publication date: 28 November 2014
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97986655
reflectionstochastic differential equationslocal timesabsorptiongeneralized driftnonexistence of solutions
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Diffusion processes (60J60) Local time and additive functionals (60J55)
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