Strong Markov Local Dirichlet Processes and Stochastic Differential Equations

DOI10.1137/S0040585X97976829zbMath0953.60043MaRDI QIDQ4954352

Hans-Jürgen Engelbert, Jochen Wolf

Publication date: 6 June 2000

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

Bessel processstochastic differential equationslocal timeDirichlet process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65)

Related Items (6)

On path-dependent SDEs involving distributional drifts ⋮ Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions ⋮ Unnamed Item ⋮ Some parabolic PDEs whose drift is an irregular random noise in space ⋮ A Feynman-Kac result via Markov BSDEs with generalised drivers ⋮ Multidimensional stochastic differential equations with distributional drift

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