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Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I

✍ Scribed by Williams, D.

Book ID
120102689
Publisher
Oxford University Press
Year
1974
Tongue
English
Weight
576 KB
Volume
s3-28
Category
Article
ISSN
0024-6115

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πŸ“œ SIMILAR VOLUMES

Strong Markov Continuous Local Martingal
Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part I)
✍ H. J. Engelbert; W. Schmidt πŸ“‚ Article πŸ“… 1989 πŸ› John Wiley and Sons 🌐 English βš– 944 KB

The main purpose of the present paper is to investigate the connection between strong MARKOV continuous local martingales and solutions of one-dimensional stochastic differential equations driven by a WIENER process. Thus this paper contributes to the general problem to clarify the structure of MAB