scientific article; zbMATH DE number 50233

zbMATH Open0727.60088MaRDI QIDQ3999945FDOQ3999945

Authors: M.Ī. Portenko 

Publication date: 17 September 1992

Title of this publication is not available (Why is that?)

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zbMATH Keywords

stochastic differential equationgeneralized diffusion processes

Mathematics Subject Classification ID

Diffusion processes (60J60) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (60)

• \(C^{\infty}\)-regularization by noise of singular ODE's
• Perturbation of an isotropic \(\alpha \)-stable stochastic process by a pseudo-gradient with a generalized coefficient
• Form-boundedness and SDEs with singular drift
• On some asymptotic expansions of skew diffusions
• Diffusion in Media with Membranes and Some Nonlocal Parabolic Problems
• On reconstruction of coefficients of Fokker-Planck-Kolmogorov equations
• Convergence rate of the Euler-Maruyama scheme applied to diffusion processes with \(L^q - L^{\rho}\) drift coefficient and additive noise
• Homogenization of a multivariate diffusion with semipermeable interfaces
• Well-posedness and stability for a class of stochastic delay differential equations with singular drift
• Title not available (Why is that?)
• Reconstructing the drift of a diffusion from partially observed transition probabilities
• Feller generators and stochastic differential equations with singular (form-bounded) drift
• Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness
• An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers
• Sobolev differentiable stochastic flows for SDEs with singular coefficients: applications to the transport equation
• Existence and uniqueness of degenerate SDEs with Hölder diffusion and measurable drift
• Дифузiї, породженi вiнеровим процесом
• Diffusions in one-dimensional bounded domains with reflection, absorption and jumps at the boundary and at some interior point
• Modeling the diffusion of heat energy within composites of homogeneous materials using the uncertainty principle
• Occupation and local times for skew Brownian motion with applications to dispersion across an interface
• Brownian motion with singular time-dependent drift
• Diagonalization of 1-D differential operators with piecewise constant coefficients using the uncertainty principle
• Regularity theory of Kolmogorov operator revisited
• On a multidimensional Brownian motion with a membrane located on a given hyperplane
• Stochastic formulations of the parametrix method
• The killed Brox diffusion
• Multidimensional stochastic differential equations with distributional drift
• Strong existence and uniqueness for stable stochastic differential equations with distributional drift
• Limit behaviour of random walks on ℤ^mwith two-sided membrane
• On the multi-dimensional skew Brownian motion
• Construction of strong solutions of SDE's via Malliavin calculus
• On weak convergence of stochastic differential equations with irregular coefficients
• Stochastic equations with time-dependent singular drift
• One-dimensional stochastic equations in layered media with semi-permeable barriers
• Local equilibrium in inhomogeneous stochastic models of heat transport
• On averaging principle for diffusion processes with null-recurrent fast component.
• A Markov chain approximation scheme for option pricing under skew diffusions
• Advection-dispersion across interfaces
• Malliavin calculus for non-colliding particle systems
• On path-dependent SDEs involving distributional drifts
• On weak solutions of SDEs with singular time-dependent drift and driven by stable processes
• Stochastic averaging for a Hamiltonian system with skew random perturbations
• Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result
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• Multi-skewed Brownian motion and diffusion in layered media
• On a skew stable Lévy process
• Flows for singular stochastic differential equations with unbounded drifts
• One-dimensional diffusion processes with moving membrane: partial reflection in combination with jump-like exit of process from membrane
• On the strong Feller property for stochastic delay differential equations with singular drift
• Mixing for Generic Rough Shear Flows
• Some parabolic PDEs whose drift is an irregular random noise in space
• Sharp solvability for singular SDEs
• Two Brownian particles with rank-based characteristics and skew-elastic collisions
• Diffusions with singular drift related to wave functions
• Strong solutions to stochastic equations with Lévy noise and a discontinuous drift coefficient
• A variational approach to the construction and Malliavin differentiability of strong solutions of SDEs
• Reflecting diffusions and hyperbolic Brownian motions in multidimensional spheres
• Brownian motion with general drift
• On the stochastic regularity of distorted Brownian motions
• SPDE with generalized drift and fractional-type noise

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