Solution of stochastic differential equations by random time change

DOI10.1007/BF01458197zbMath0326.60066OpenAlexW1987507780MaRDI QIDQ1225874

Shinzo Watanabe

Publication date: 1975

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01458197

Mathematics Subject Classification ID

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

Related Items (2)

On solutions of one-dimensional stochastic differential equations without drift ⋮ Variational formula for Dirichlet forms and estimates of principal eigenvalues for symmetric \(\alpha\)-stable processes

Cites Work

• On the existence of solutions of stochastic differential equations
• Diffusion processes with continuous coefficients, I
• On Square Integrable Martingales

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