scientific article; zbMATH DE number 3615658

MaRDI QIDQ4179634zbMATH OpenFDO

Authors M.Ī. Portenko

Publication date 1979

zbMATH Keywords

Continuous Markov ProcessesDiffusion ProcessesGeneralized Function

Mathematics Subject Classification ID

Distributions, generalized functions, distribution spaces (46F99) Diffusion processes (60J60)

Cited in

(9)

• On the multi-dimensional skew Brownian motion
• Strong existence and uniqueness for stable stochastic differential equations with distributional drift
• An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers
• On some functional inequalities for skew Brownian motion
• Probabilistic interpretation and random walk on spheres algorithms for the Poisson-Boltzmann equation in molecular dynamics
• SPDE with generalized drift and fractional-type noise
• Skew Brownian diffusions across Koch interfaces
• Two consistent estimators for the skew Brownian motion
• Regular diffusion and stochastic differential equation with generalized drift

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4179634)