A liapunov-type theorem for nelson diffusions and nonattainability of nodes

DOI10.1080/07362999508809385zbMath0813.60101OpenAlexW2085481858MaRDI QIDQ4326443

Andrea Posilicano

Publication date: 30 May 1995

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999508809385

zbMATH Keywords

Lyapunov functionNelson diffusionStein regularization

Mathematics Subject Classification ID

Other physical applications of random processes (60K40) Statistical thermodynamics (82B30)

Cites Work

• Diffusion processes with singular drift fields
• L\({}^ p\) estimates on iterated stochastic integrals
• Diffusion Processes with Unbounded Drift Coefficient
• Unnamed Item

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