Diffusion processes in a composite environment

DOI10.1090/TPMS/1014zbMath1371.60139OpenAlexW2749224029MaRDI QIDQ5351669

Sergei Ya. Makhno

Publication date: 30 August 2017

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/tpms/1014

zbMATH Keywords

weak convergencestochastic equationlocal timediffusion processescomposite environment

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Diffusion processes (60J60) Local time and additive functionals (60J55)

Related Items (1)

On weak convergence of stochastic differential equations with irregular coefficients

Cites Work

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