On Brownian motion with irregular drift

zbMath0597.60069MaRDI QIDQ1079297

Jürgen Groh

Publication date: 1986

Published in: Illinois Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

local timeFeller's diffusion processes with nonsmooth natural scalestrong unique solutionweak solutions of stochastic equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Related Items (1)

Feller's One-Dimensional Diffusions as Weak Solutions to Stochastic Differential Equations

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