Bessel-like processes and SDE
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Publication:816456
DOI10.1215/kjm/1250281699zbMath1088.60061MaRDI QIDQ816456
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
stochastic differential equation; bounded variation; local time; additive functional; semimartingale
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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