The Novikov and entropy conditions of multidimensional diffusion processes with singular drift

DOI10.1007/BF01192962zbMath0794.60055MaRDI QIDQ1326262

Wolfgang Stummer

Publication date: 15 August 1994

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

Wiener measureexistence of a weak solutionNovikov conditionGirsanov-Maruyama theorem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probabilistic potential theory (60J45) Schrödinger operator, Schrödinger equation (35J10) Martingales and classical analysis (60G46)

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