scientific article; zbMATH DE number 4166241

MaRDI QIDQ3492540zbMATH OpenFDO

Authors Pawel Kröger

Publication date 1989

zbMATH Keywords

comparison of diffusion processesmartingale problemstrong ellipticity condition

Mathematics Subject Classification ID

Diffusion processes (60J60)

Recommendations

• scientific article; zbMATH DE number 1066385
• Invariance of closed convex cones for stochastic partial differential equations
• Invariance principles for random walks in cones
• scientific article; zbMATH DE number 1779806
• A comparison principle for certain convex functionals of a diffusion process without drift
• scientific article; zbMATH DE number 1827982
• The cone of positive harmonic functions for scale-invariant diffusions
• The invariant distribution of a diffusion: some new aspects
• scientific article; zbMATH DE number 4026490
• Sharp non-asymptotic concentration inequalities for the approximation of the invariant distribution of a diffusion

Cited in

(4)

• A comparison principle for certain convex functionals of a diffusion process without drift
• Invariance principles for random walks in cones
• scientific article; zbMATH DE number 4040988 (Why is no real title available?)
• Equilibrium diffusion on the cone of discrete Radon measures

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3492540)