A construction of diffusion processes with singular product measures
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Publication:3871689
DOI10.1007/BF00531611zbMath0433.60077MaRDI QIDQ3871689
Publication date: 1980
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Related Items (7)
Reflecting diffusions on Lipschitz domains with cusps -- analytic construction and Skorohod representation ⋮ On the stochastic regularity of distorted Brownian motions ⋮ On stochastic differential equations characterizing some singular diffusion processes ⋮ Two Brownian particles with rank-based characteristics and skew-elastic collisions ⋮ Explosion Problems for Symmetric Diffusion Processes ⋮ Some singular diffusion processes and their associated stochastic differential equations ⋮ On the existence of solutions of stochastic differential equations with singular drifts
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