UNIQUENESS FOR DIFFUSIONS WITH PIECEWISE CONSTANT-COEFFICIENTS

被引：81

作者：

BASS, RF ^{[1
]}

PARDOUX, E ^{[1
]}

机构：

[1] UNIV AIX MARSEILLE 1,UER MATH,F-13331 MARSEILLE 3,FRANCE

来源：

关键词：

D O I：

10.1007/BF00960074

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：557 / 572

页数：16

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[3]

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THEORY OF PROBILITY AND ITS APPLICATIONS,USSR, 1971, 16 (03) :438-&

[5]

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[6]

PARDOUX E, 1986, IN PRESS P IMA M MIN

[7]

Stroock D.W., 2007, MULTIDIMENSIONAL DIF

[8] BROWNIAN-MOTION IN A WEDGE WITH OBLIQUE REFLECTION [J].

VARADHAN, SRS ;

WILLIAMS, RJ .

[9] BROWNIAN-MOTION WITH POLAR DRIFT [J].

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[10]

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