Some singular diffusion processes and their associated stochastic differential equations

DOI10.1007/BF00531748zbMath0465.60069MaRDI QIDQ3917272

Yoichi Oshima

Publication date: 1982

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

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

Related Items

On the stochastic regularity of distorted Brownian motions, Two Brownian particles with rank-based characteristics and skew-elastic collisions, On the multi-dimensional skew Brownian motion, On the uniqueness of solutions of stochastic differential equations with singular drifts, On the existence of solutions of stochastic differential equations with singular drifts

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