Occupation densities of stratonovitch stochastic differential equations with boundary conditions

DOI10.1080/17442509308833864zbMath0796.60060OpenAlexW1984001989MaRDI QIDQ4286669

Peter Imkeller

Publication date: 20 September 1994

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509308833864

zbMATH Keywords

moduli of continuitysemimartingale theoryoccupation densityanticipative stochastic calculusStratonovich equation with boundary condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Diffusion processes (60J60) Local time and additive functionals (60J55)

Related Items (2)

Stratonovich calculus with spatial parameters and anticipative problems in multiplicative ergodic theory ⋮ On the spatial asymptotic behavior of stochastic flows in Euclidean space

Cites Work

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• Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
• Skorohod stochastic differential equations with boundary conditions

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