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The Time Change Method and SDEs with Nonnegative Drift - MaRDI portal

The Time Change Method and SDEs with Nonnegative Drift

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Publication:3586423

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DOI10.4153/CMB-2010-048-9zbMath1203.60074OpenAlexW2074290780MaRDI QIDQ3586423

Vladimir P. Kurenok

Publication date: 6 September 2010

Published in: Canadian Mathematical Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4153/cmb-2010-048-9

zbMATH Keywords

time change symmetric stable processes non-negative drift one-dimensional SDEs

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Martingales with continuous parameter (60G44) Diffusion processes (60J60)

Related Items (1)

Robustness and generalization

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