Feller's One-Dimensional Diffusions as Weak Solutions to Stochastic Differential Equations

DOI10.1002/MANA.19851220116zbMath0575.60074OpenAlexW4231665741MaRDI QIDQ3694407

Jürgen Groh

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1002/mana.19851220116

zbMATH Keywords

weak solutionGirsanov theoremFeller's generalized second order differential operator

Mathematics Subject Classification ID

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

Cites Work

• On Brownian motion with irregular drift
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