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On the transformation of diffusion processes into the Feller process

✍ Scribed by R.M. Capocelli; L.M. Ricciardi

Book ID
116028429
Publisher
Elsevier Science
Year
1976
Tongue
English
Weight
612 KB
Volume
29
Category
Article
ISSN
0025-5564

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πŸ“œ SIMILAR VOLUMES

On Absolute Continuity of Feller's One-D
On Absolute Continuity of Feller's One-Dimensional Diffusion Processes
✍ 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