On one-dimensional stochastic differential equations with non-sticky boundary conditions

DOI10.1215/kjm/1250523327zbMath0276.60061OpenAlexW2022403186WikidataQ108808807 ScholiaQ108808807MaRDI QIDQ1393780

Shojiro Manabe, Tokuzo Shiga

Publication date: 1973

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250523327

Mathematics Subject Classification ID

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

Related Items (7)

Balayage formula, local time and applications in stochastic differential equations ⋮ On the pathwise uniqueness for a class of degenerate Itô-stochastic differential equations ⋮ Explicit semimartingale representation of Brownian motion in a wedge ⋮ Diffusions with rank-based characteristics and values in the nonnegative quadrant ⋮ On the Euler–Maruyama Scheme for Degenerate Stochastic Differential Equations with Non-sticky Condition ⋮ Pathwise uniqueness for a degenerate stochastic differential equation ⋮ Statistical problems for stochastic processes with boundary conditions

This page was built for publication: On one-dimensional stochastic differential equations with non-sticky boundary conditions