Strong Markov Local Dirichlet Processes and Stochastic Differential Equations

DOI10.1137/S0040585X97976829zbMATH Open0953.60043MaRDI QIDQ4954352FDOQ4954352

Authors: H.-J. Engelbert, Jochen Wolf 

Publication date: 6 June 2000

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

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zbMATH Keywords

Dirichlet processlocal timestochastic differential equationsBessel process

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (9)

• A Feynman-Kac result via Markov BSDEs with generalised drivers
• Title not available (Why is that?)
• Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions
• Title not available (Why is that?)
• On SDEs for Bessel processes in low dimension and path-dependent extensions
• Multidimensional stochastic differential equations with distributional drift
• On path-dependent SDEs involving distributional drifts
• Some parabolic PDEs whose drift is an irregular random noise in space
• Exit times densities of the Bessel process

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