Some singular diffusion processes and their associated stochastic differential equations
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Cites work
- A construction of diffusion processes with singular product measures
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- Mesures Associees Aux Fonctionnelles Additives de Markov. I
- On stochastic differential equations characterizing some singular diffusion processes
- On stochastic differential equations for multi-dimensional diffusion processes with boundary conditions
- On the equilibrium measure of recurrent Markov processes
- Some theorems on time change and killing of Markov processes
- Symmetric Markov processes
Cited in
(5)- On the existence of solutions of stochastic differential equations with singular drifts
- On the multi-dimensional skew Brownian motion
- Two Brownian particles with rank-based characteristics and skew-elastic collisions
- On the stochastic regularity of distorted Brownian motions
- On the uniqueness of solutions of stochastic differential equations with singular drifts
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