On stochastic differential equations characterizing some singular diffusion processes

DOI10.3792/pjaa.57.151zbMath0493.60081OpenAlexW2073372975MaRDI QIDQ1168650

Yoichi Oshima

Publication date: 1981

Published in: Proceedings of the Japan Academy. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3792/pjaa.57.151

zbMATH Keywords

Dirichlet formminimal diffusion

Mathematics Subject Classification ID

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

Related Items

Superposition of Diffusions with Linear Generator and its Multifractal Limit Process ⋮ Some singular diffusion processes and their associated stochastic differential equations

Cites Work

• On stochastic differential equations for multi-dimensional diffusion processes with boundary conditions
• A construction of diffusion processes with singular product measures
• Mesures Associees Aux Fonctionnelles Additives de Markov. I
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