On the Feller-Dynkin and the martingale property of one-dimensional diffusions
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Publication:6110567
DOI10.1214/23-ecp524zbMath1522.60067arXiv2101.02002OpenAlexW3118409435MaRDI QIDQ6110567
Publication date: 2 August 2023
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2101.02002
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Diffusion processes (60J60) Transition functions, generators and resolvents (60J35)
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Cites Work
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