EXISTENCE OF DIFFUSIONS WITH CONTINUOUS COEFFICIENTS

DOI10.2206/KYUSHUMFS.18.89MaRDI QIDQ5586835zbMATH OpenOpenAlexFDO

Authors Hiroshi Tanaka

Publication date 1964

Published in Memoirs of the Faculty of Science, Kyushu University. Series A, Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2206/kyushumfs.18.89

zbMATH Keywords

probability theory

Cited in

(5)

• Diffusion on a plane with reflection. Construction of the process
• On the uniqueness of diffusions
• Existence of unique quasi-diffusions
• Representation of functions of Markov processes as solutions of stochastic equations
• Remarks on a controlled degenerate diffusion process

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