A note on the structure of processes the measure of which is absolutely continuous with respect to the wiener process modulus measure

DOI10.1080/17442508208833226zbMath0492.60037OpenAlexW1965205529WikidataQ126243038 ScholiaQ126243038MaRDI QIDQ3954588

G. N. Kinkladze

Publication date: 1982

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508208833226

zbMATH Keywords

absolute continuity of measuresdiffusion with instantaneous reflection at zeroWiener process modulus measure

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Continuity and singularity of induced measures (60G30)

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Cites Work

• Strong Solutions of Stochastic Differential Equations with Boundary Conditions
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