scientific article; zbMATH DE number 4161816

MaRDI QIDQ3488971zbMATH OpenFDO

Authors Jürgen Groh

Publication date 1988

zbMATH Keywords

local timelocal martingalesstrong Markov processes

Mathematics Subject Classification ID

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

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• Feller's One-Dimensional Diffusions as Weak Solutions to Stochastic Differential Equations
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Cited in

(6)

• Feller property of skew product diffusion processes
• On Absolute Continuity of Feller's One-Dimensional Diffusion Processes
• On Brownian motion with irregular drift
• Feller's One-Dimensional Diffusions as Weak Solutions to Stochastic Differential Equations
• On the relation of one-dimensional diffusions on natural scale and their speed measures
• On the Feller-Dynkin and the martingale property of one-dimensional diffusions

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