One-dimensional diffusions with discontinuous scale

DOI10.1007/BF00534342zbMath0415.60073OpenAlexW2375398811MaRDI QIDQ3051183

D. Schütze

Publication date: 1979

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00534342

zbMATH Keywords

diffusionstopping timeinfinitesimal generatorstrong Markov propertydiscontinuous scalequasi-diffusion process

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60)

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