Stochastic differential equation for Brox diffusion
Author:
Funder
Simons Foundation
University of Kansas
ISF-UGC
Publisher
Elsevier BV
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Reference21 articles.
1. Limit law of the local time for Brox’s diffusion;Andreoletti;J. Theoret. Probab.,2011
2. Stochastic differential equations for Dirichlet processes;Bass;Probab. Theory Related Fields,2001
3. A one-dimensional diffusion process in a Wiener medium;Brox;Ann. Probab.,1986
4. Almost sure asymptotics for the local time of a diffusion in Brownian environment;Diel;Stochastic Process. Appl.,2011
5. Some SDEs with distributional drift. I. General calculus;Flandoli;Osaka J. Math.,2003
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