Geodesic
On one-dimensional diffusion processes living in a bounded space interval
Annales Polonici Mathematici, Tome 57 (1992) no. 1, pp. 13-19 Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences

Voir la notice de l'article

We prove that under some assumptions a one-dimensional Itô equation has a strong solution concentrated on a finite spatial interval, and the pathwise uniqueness holds.
DOI : 10.4064/ap-57-1-13-19
Keywords: one-dimensional Itô equation, bounded strong solutions, time-dependent boundaries

Anna Milian 1

1 
@article{10_4064_ap_57_1_13_19,
     author = {Anna Milian},
     title = {On one-dimensional diffusion processes living in a bounded space interval},
     journal = {Annales Polonici Mathematici},
     pages = {13--19},
     year = {1992},
     volume = {57},
     number = {1},
     doi = {10.4064/ap-57-1-13-19},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.4064/ap-57-1-13-19/}
}
TY  - JOUR
AU  - Anna Milian
TI  - On one-dimensional diffusion processes living in a bounded space interval
JO  - Annales Polonici Mathematici
PY  - 1992
SP  - 13
EP  - 19
VL  - 57
IS  - 1
UR  - http://geodesic.mathdoc.fr/articles/10.4064/ap-57-1-13-19/
DO  - 10.4064/ap-57-1-13-19
LA  - en
ID  - 10_4064_ap_57_1_13_19
ER  - 
%0 Journal Article
%A Anna Milian
%T On one-dimensional diffusion processes living in a bounded space interval
%J Annales Polonici Mathematici
%D 1992
%P 13-19
%V 57
%N 1
%U http://geodesic.mathdoc.fr/articles/10.4064/ap-57-1-13-19/
%R 10.4064/ap-57-1-13-19
%G en
%F 10_4064_ap_57_1_13_19
Anna Milian. On one-dimensional diffusion processes living in a bounded space interval. Annales Polonici Mathematici, Tome 57 (1992) no. 1, pp. 13-19. doi: 10.4064/ap-57-1-13-19

Cité par Sources :