Uniqueness for isotropic diffusions with a linear drift

MaRDI QIDQ1434096zbMATH OpenFDO

Authors Jan M. Swart

Publication date 1 July 2004

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationrandom time changeisotropic diffusionweak uniquenessdistribution uniqueness

Mathematics Subject Classification ID

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

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Cited in

(2)

• The renormalization transformation for two-type branching models
• Strong uniqueness for a class of singular SDEs for catalytic branching diffusions

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