On driftless one-dimensional sdes with time-dependent diffusion coefficients

DOI10.1080/17442509908834211zbMath0946.60061OpenAlexW2007663720MaRDI QIDQ4719385

Peter Raupach

Publication date: 22 October 2000

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

Full work available at URL: https://doi.org/10.1080/17442509908834211

zbMATH Keywords

martingale representation propertytime changemonotone approximationpure martingaleKrylov's inequalitytime-dependent diffusion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic integrals (60H05)

Related Items (2)

On degenerate stochastic equations of Itô type with jumps ⋮ A Note on One-Dimensional Stochastic Equations

Cites Work

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