On the existence of solutions of stochastic differential equations with boundary conditions

DOI10.1215/kjm/1250523566zbMath0235.60056OpenAlexW1499576290MaRDI QIDQ2551999

Shintaro Nakao

Publication date: 1972

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

Full work available at URL: https://doi.org/10.1215/kjm/1250523566

Mathematics Subject Classification ID

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

Related Items (5)

Hitting a boundary point by diffusions in the closed half space ⋮ Singular ergodic control for multidimensional Gaussian processes ⋮ Statistical problems for stochastic processes with boundary conditions ⋮ The existence of solutions of a martingale problem ⋮ On uniqueness of solutions of the martingale problem

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