A Stochastic Differential Equation for a Class of Feller's One-dimensional Diffusion

DOI10.1002/MANA.19821070122zbMath0518.60085OpenAlexW2026945852WikidataQ115405977 ScholiaQ115405977MaRDI QIDQ3667725

Jürgen Groh

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1002/mana.19821070122

zbMATH Keywords

weak solution

Mathematics Subject Classification ID

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

Cites Work

• On Square Integrable Martingales
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