scientific article; zbMATH DE number 50863

MaRDI QIDQ4001276zbMATH OpenFDO

Authors M.Ī. Portenko

Publication date 18 September 1992

zbMATH Keywords

generalized diffusion processesstochastic differential equations

Mathematics Subject Classification ID

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

Cited in

(25)

• On the regularization effect of space-time white noise on quasi-linear parabolic partial differential equations
• On a transformation of the Wiener process in \(\mathbb{R}^ m\) by a functional of the local time type on a surface
• Invariance principle for nonhomogeneous random walks on the grid \(\mathbb{Z}^1\)
• Convergence of skew Brownian motions with local times at several points that are contracted into a single one
• Tensor approximation of generalized correlated diffusions and functional copula operators
• Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero
• Strong solutions of stochastic equations with singular time dependent drift
• Limit theorems for the number of crossings of a fixed plane by certain sequences of generalized diffusion processes
• On time inhomogeneous stochastic Itô equations with drift in \(L_{D+1}\)
• On stochastic Itô processes with drift in \(L_d\)
• Probability density function of SDEs with unbounded and path-dependent drift coefficient
• Stochastic Lagrangian path for Leray's solutions of 3D Navier-Stokes equations
• One-dimensional stochastic differential equations with generalized and singular drift
• On diffusion processes with drift in \(L_d\)
• Pathwise uniqueness and continuous dependence for SDEs with non-regular drift
• On Stochastic Differential Equations with Locally Unbounded Drift
• Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the local times of the unknown process
• scientific article; zbMATH DE number 3973978 (Why is no real title available?)
• Stochastic Lagrangian particle approach to fractal Navier-Stokes equations
• Mathematical Models of Generalized Diffusion
• Invariant measure selection by noise. An example
• Convergence rate of Euler scheme for time-inhomogeneous SDEs involving the local time of the unknown process
• Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve
• scientific article; zbMATH DE number 5182665 (Why is no real title available?)
• On the asymptotic behavior of an unstable solution of an inhomogeneous stochastic diffusion equation

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