Nonattainability of a Set by a Diffusion Process
From MaRDI portal
Publication:4778119
DOI10.2307/1996937zbMath0289.60032OpenAlexW4230886843MaRDI QIDQ4778119
Publication date: 1974
Full work available at URL: https://doi.org/10.2307/1996937
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Boundary value problems for second-order elliptic equations (35J25) Brownian motion (60J65) Diffusion processes (60J60)
Related Items
Rebalancing multiple assets with mutual price impact, Decision with multiple alternatives: geometric models in higher dimensions -- the cube model, Strong solutions of stochastic equations with rank-based coefficients, Lyapunov Exponents for a Stochastic Analogue of the Geodesic Flow, Fundamental solutions for degenerate parabolic equations, On collisions of Brownian particles
Cites Work