Reflected Brownian motion with singular drift

DOI10.3150/20-BEJ1258zbMath1480.60173OpenAlexW3153395690MaRDI QIDQ2040041

Tu-Sheng Zhang, Saisai Yang, Chen Wang

Publication date: 9 July 2021

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/20-bej1258

zbMATH Keywords

stochastic differential equationweak solutionlocal timereflected Brownian motiontransition density functionsingular drift

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Diffusion processes (60J60) Stochastic integral equations (60H20)

Related Items (1)

Neumann boundary value problems for elliptic operators with measure-valued coefficients

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