𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Behavior of general one-dimensional diffusion processes

✍ Scribed by Francois Delyon; Jean-Francois Luciani


Publisher
Springer
Year
1989
Tongue
English
Weight
647 KB
Volume
54
Category
Article
ISSN
0022-4715

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


On Absolute Continuity of Feller's One-D
✍ JΓΌrgen Groh πŸ“‚ Article πŸ“… 1984 πŸ› John Wiley and Sons 🌐 English βš– 500 KB

A class of FELLER'S one-dimensional continuous strong MARKOV processes generated by the generalized second order differential operator D,,,DZ is considered. In the case of natural boundaries of the state space R and an identical road map s(z) = x, these diffusion processes are martingales. In a firs