Bessel-like processes and SDE

DOI10.1215/KJM/1250281699zbMath1088.60061OpenAlexW1556531667MaRDI QIDQ816456

Ayako Yasue

Publication date: 9 March 2006

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250281699

zbMATH Keywords

stochastic differential equationbounded variationlocal timeadditive functionalsemimartingale

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dirichlet forms (31C25) Navier-Stokes equations (35Q30) Martingales with continuous parameter (60G44) Probabilistic potential theory (60J45) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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