Transformation of measure for diffusions with discontinuous drift

DOI10.1007/S10958-025-07979-8MaRDI QIDQ6880391zbMATH OpenFDO

Authors A. N. Borodin

Publication date 19 December 2025

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10958-025-07979-8

zbMATH Keywords

diffusionsdiscontinuous driftOrnstein-Uhlenbeck processtransformation of measure

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Cites work

• Distributions of functionals of a skew Brownian motion with discontinuous drift
• On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
• Stochastic processes. Translated from the Russian

This page was built for publication: Transformation of measure for diffusions with discontinuous drift

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6880391)