Diffusion processes with non-smooth diffusion coefficients and their density functions

DOI10.1017/S0308210500020618zbMath0715.60096MaRDI QIDQ3201204

Wei An Zheng, Terence J. Lyons

Publication date: 1990

Published in: Proceedings of the Royal Society of Edinburgh: Section A Mathematics (Search for Journal in Brave)

zbMATH Keywords

diffusion processDirichlet processelliptic operatorquadratic variation process

Mathematics Subject Classification ID

Diffusion processes (60J60) Transition functions, generators and resolvents (60J35)

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Cites Work

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