On Absolute Continuity of Feller's One-Dimensional Diffusion Processes

DOI10.1002/mana.19841160122zbMath0557.60060OpenAlexW2049925230MaRDI QIDQ3221143

Jürgen Groh

Publication date: 1984

Published in: Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mana.19841160122

zbMATH Keywords

weak solutionspeed measureexplicit expression the for Radon-Nikodym derivativeFeller's second order differential operator

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item