On a sufficient condition for a diffusion process will never reach boundaries of some interval

DOI10.1007/S10958-022-06243-7OpenAlexW4311197332MaRDI QIDQ2684717

B. P. Kharlamov

Publication date: 17 February 2023

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-022-06243-7

Mathematics Subject Classification ID

Markov processes (60Jxx) Stochastic processes (60Gxx) Probability theory and stochastic processes (60-XX)

Cites Work

• Singular stochastic differential equations.
• Continuous Semi‐Markov Processes
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