Geodesic
On one-dimensional diffusion processes living in a bounded space interval
Annales Polonici Mathematici, Tome 57 (1992) no. 1, pp. 13-19.

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

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 
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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. http://geodesic.mathdoc.fr/articles/10.4064/ap-57-1-13-19/

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