On the existence of diffusions with singular drift coefficient

DOI10.1007/BF02018710zbMath0671.60074MaRDI QIDQ1119276

Jia'an Yan

Publication date: 1988

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

zbMATH Keywords

Girsanov transformationBMO martingalebounded mean oscillation martingaleexistence of L-diffusion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Diffusion processes (60J60)

Related Items

Stochastic differential equations with singular drift, A weak convergence criterion for constructing changes of measure

Cites Work

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• Diffusion Processes with Unbounded Drift Coefficient
• Transformation of H p -martingales by a change of law
• Bounds for the fundamental solution of a parabolic equation