One-dimensional stochastic differential equations with generalized and singular drift
type: Item
instance of: scholarly article
title: One-dimensional stochastic differential equations with generalized and singular drift
zbMATH Open document ID: 1295.60071
author: Stefan Blei
author: H.-J. Engelbert
published in: Stochastic Processes and their Applications
publication date: 2014-04-28T00:00:00Z
full work available at URL: https://arxiv.org/abs/1209.6159
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60J55
zbMATH DE Number: 6289687
zbMATH Keywords: singular stochastic differential equations
zbMATH Keywords: local times
zbMATH Keywords: generalized drift
zbMATH Keywords: singular drift
zbMATH Keywords: uniqueness in law
zbMATH Keywords: space transformation
zbMATH Keywords: Bessel process
zbMATH Keywords: Bessel equation
MaRDI profile type: Publication
OpenAlex ID: W2073676861
arXiv ID: 1209.6159
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DOI: 10.1016/J.SPA.2013.06.014
description: scientific article