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On the Absolute Continuity of Transition Probabilities of a One-Dimensional Diffusion Process

✍ Scribed by Venttzel’, A. D.

Book ID
118224313
Publisher
Society for Industrial and Applied Mathematics
Year
1961
Tongue
English
Weight
789 KB
Volume
6
Category
Article
ISSN
0040-585X

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📜 SIMILAR VOLUMES

On Absolute Continuity of Feller's One-D
On Absolute Continuity of Feller's One-Dimensional Diffusion Processes
✍ Jürgen Groh 📂 Article 📅 1984 🏛 John Wiley and Sons 🌐 English ⚖ 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