Geodesic
Stochastic Calculus on One-dimensional Diffusions
Publications de l'Institut Mathématique, _N_S_56 (1994) no. 70, p. 119 .

Voir la notice de l'article provenant de la source eLibrary of Mathematical Institute of the Serbian Academy of Sciences and Arts

Stochastic calculus is used for complete description of the distribution type of diffusion processes with Lipschic coefficients. We give sufficient conditions for the solutions of stochastic differential equations to possess an absolutely continuous one-dimensional distribution. The probability density for stochastic differential equations with uniformly elliptic coefficients is investigated in detail. The distribution of inverse process is given too.
Classification : 60H07 60H10 
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     author = {Dra\v{z}en Panti\'c},
     title = {Stochastic {Calculus} on {One-dimensional} {Diffusions}},
     journal = {Publications de l'Institut Math\'ematique},
     pages = {119 },
     publisher = {mathdoc},
     volume = {_N_S_56},
     number = {70},
     year = {1994},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/PIM_1994_N_S_56_70_a15/}
}
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Dražen Pantić. Stochastic Calculus on One-dimensional Diffusions. Publications de l'Institut Mathématique, _N_S_56 (1994) no. 70, p. 119 . http://geodesic.mathdoc.fr/item/PIM_1994_N_S_56_70_a15/