Some singular diffusion processes and their associated stochastic differential equations-Reference-Cited by-同舟云学术

Some singular diffusion processes and their associated stochastic differential equations

Published:1982-06 Issue:2 Volume:59 Page:249-276
ISSN:0044-3719
Container-title:Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
language:en
Short-container-title:Z. Wahrscheinlichkeitstheorie verw Gebiete

Author:

Ōshima Yōichi

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis,General Mathematics,Statistics and Probability,Analysis

Link

http://link.springer.com/content/pdf/10.1007/BF00531748.pdf

Reference13 articles.

1. Fukushima, M.: Dirichlet forms and Markov processes. Tokyo: Kodansha and North-Holland Publ. Co. 1980

2. Ikeda, N., Watanabe, S.: The local structure of a class of diffusions and related problems. Proc. 2nd Japan-USSR symp. on probability theory. Lecture Notes in Math. 330, Berlin-Heidelberg-New York: Springer 1973

3. Ikeda, N., Watanabe, S.: Stochastic differential equations and diffusion processes. Tokyo: Kodansha and North-Holland Publ. Co. 1981

4. Ito, K., McKean, H.P.: Diffusion processes and their sample paths. Berlin-Heidelberg-New York: Springer 1965

5. Nagasawa, M., Sato, K.: Some theorems on time change and killing of Markov processes. Kodai Math. Sem. Rep. 15, 195–219 (1963)

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