Strangely sweeping one-dimensional diffusion

DOI10.4064/AP-58-1-37-45zbMATH Open0779.60067OpenAlexW1025305171MaRDI QIDQ5286701FDOQ5286701

Authors: Ryszard Rudnicki 

Publication date: 30 August 1993

Published in: Annales Polonici Mathematici (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/ap-58-1-37-45

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zbMATH Keywords

stochastic differential equationparabolic equationspeed measureFeller boundary classificationsweeping semigroup of Markov operators

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Initial value problems for second-order parabolic equations (35K15)

Cited In (7)

• Stochastic Operators and Semigroups and Their Applications in Physics and Biology
• A one-dimensional diffusion hits points fast
• One-dimensional diffusions that eventually stop down-crossing
• Asymptotic laws for one-dimensional diffusions conditioned to nonabsorption
• On the submartingale/supermartingale property of diffusions in natural scale
• Entrance and exit at infinity for stable jump diffusions
• Title not available (Why is that?)

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