Strangely sweeping one-dimensional diffusion

DOI10.4064/AP-58-1-37-45MaRDI QIDQ5286701zbMATHOpenAlexFDO

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

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)

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Cited in

(7)

• scientific article; zbMATH DE number 4100314 (Why is no real title available?)
• On the submartingale/supermartingale property of diffusions in natural scale
• A one-dimensional diffusion hits points fast
• Entrance and exit at infinity for stable jump diffusions
• One-dimensional diffusions that eventually stop down-crossing
• Stochastic Operators and Semigroups and Their Applications in Physics and Biology
• Asymptotic laws for one-dimensional diffusions conditioned to nonabsorption

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