One-dimensional diffusion and stochastic differential equation

DOI10.1016/J.SPL.2021.109333zbMath1489.60100OpenAlexW4200109287WikidataQ114130487 ScholiaQ114130487MaRDI QIDQ2667586

Ping He, Yuncong Shen, Wenjie Sun

Publication date: 4 March 2022

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2021.109333

zbMATH Keywords

stochastic differential equationscale functionregularone-dimensional diffusionspeed measure

Mathematics Subject Classification ID

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

Cites Work

• Dirichlet forms and symmetric Markov processes.
• Excessive measures for linear diffusions
• Regular Dirichlet extensions of one-dimensional Brownian motion
• On general boundary conditions for one-dimensional diffusions with symmetry
• On symmetric linear diffusions
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