Bessel-like processes and SDE

DOI10.1215/kjm/1250281699zbMath1088.60061MaRDI QIDQ816456

Ayako Yasue

Publication date: 9 March 2006

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250281699

zbMATH Keywords

stochastic differential equation; bounded variation; local time; additive functional; semimartingale

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

31C25: Dirichlet forms

35Q30: Navier-Stokes equations

60G44: Martingales with continuous parameter

60J45: Probabilistic potential theory

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

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