On the solution of a one-dimensional stochastic differential equation with singular drift coefficient

DOI10.1007/S11253-005-0088-8zbMath1075.60069OpenAlexW1987880572WikidataQ115380571 ScholiaQ115380571MaRDI QIDQ5693664

Alexei M. Kulik

Publication date: 28 September 2005

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11253-005-0088-8

zbMATH Keywords

generalized diffusion processphase space transformation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Related Items (3)

The parametrix method for skew diffusions ⋮ One-dimensional diffusion processes with moving membrane: partial reflection in combination with jump-like exit of process from membrane ⋮ Diffusion in Media with Membranes and Some Nonlocal Parabolic Problems

This page was built for publication: On the solution of a one-dimensional stochastic differential equation with singular drift coefficient