Uniqueness for diffusions with piecewise constant coefficients

Author:

Bass R. F.,Pardoux E.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis

Reference10 articles.

1. Blumenthal, R.M., Getoor, R.K.: Markov processes and potential theory. New York: Academic Press 1968

2. Ikeda, N., Watanabe, S.: Stochastic differential equations and diffusion processes. Tokyo: North-Holland/Kodansha 1981

3. Krein, M.G., Rutman, M.A.: Linear operators leaving invariant a cone in a Banach space. Am. Math. Soc. Selected Translations. Series 1, 10, 199–325 (1962)

4. Krylov, N.V., Safonov, M.V.: An estimate of the probability that a diffusion process hits a set of positive measure. Soviet Math. Dokl.20, 253–255 (1979)

5. Pardoux, E., Savona, C.: Piecewise linear filtering. Proceedings of an IMA meeting. Minneapolis (1986), to appear

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