Feller's One-Dimensional Diffusions as Weak Solutions to Stochastic Differential Equations (Q3694407)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Feller's One-Dimensional Diffusions as Weak Solutions to Stochastic Differential Equations |
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Feller's One-Dimensional Diffusions as Weak Solutions to Stochastic Differential Equations (English)
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1985
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Feller's generalized second order differential operator
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weak solution
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Girsanov theorem
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