𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Strong comparison of solutions of one-dimensional stochastic differential equations

✍ Scribed by Youssef Ouknine; Marek Rutkowski


Publisher
Elsevier Science
Year
1990
Tongue
English
Weight
834 KB
Volume
36
Category
Article
ISSN
0304-4149

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Strong Markov Continuous Local Martingal
✍ 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

Feller's One-Dimensional Diffusions as W
✍ JΓΌrgen Groh πŸ“‚ Article πŸ“… 1985 πŸ› John Wiley and Sons 🌐 English βš– 414 KB πŸ‘ 1 views

ihstruct. A continuous strong MARKOV process X on the line generated by FELLER'S generalized second order differential operator D,D; is considered. Supposed that the cnnonicnl scale p is locally the difference of two bounded convex functions, that the speed meustire rn contains R strictly positive a

On the differentiability of strong solut
✍ H. O. Cordes; R. D. Moyer πŸ“‚ Article πŸ“… 1964 πŸ› John Wiley and Sons 🌐 English βš– 578 KB

Let R be a compact region (Le., the closure of an open connected set) in R" which is of class C2. Let n i = l A = Zn,D, + a, be a first order partial differential expression on R, where D, = a/&,, ui is an m x m matrix of C2 functions, i = 1, \* \* \* , n, and a,, is an m x m matrix of C1 functions.