scientific article; zbMATH DE number 165526

MaRDI QIDQ4033282zbMATH OpenFDO

Authors V. P. Kurenok

Publication date 16 May 1993

zbMATH Keywords

continuous martingalesordinary stochastic differential equationsMarkov diffusiontime change method

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stopping times; optimal stopping problems; gambling theory (60G40)

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(6)

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• On one-dimensional stochastic differential equations without drift and with time-dependent diffusion coefficients
• scientific article; zbMATH DE number 3876328 (Why is no real title available?)
• On solutions of one-dimensional stochastic differential equations without drift

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