EXISTENCE OF DIFFUSIONS WITH CONTINUOUS COEFFICIENTS

DOI10.2206/KYUSHUMFS.18.89zbMATH Open0192.24902OpenAlexW1979394573MaRDI QIDQ5586835FDOQ5586835

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
• Remarks on a controlled degenerate diffusion process
• Representation of functions of Markov processes as solutions of stochastic equations

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