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Teoriya Veroyatnostei i ee Primeneniya, 1998, Volume 43, Issue 2, Pages 331–348
DOI: https://doi.org/10.4213/tvp1468 (Mi tvp1468) 		 
This article is cited in 11 scientific papers (total in 11 papers)

Strong Markov local Dirichlet processes and stochastic differential equations

H.-J. Engelbert, J. Wolf

Friedrich-Schiller-Universität, Fakultät für Mathematik und Informatik, Institut für Stochastik
Full-text PDF (897 kB) Citations (11)
DOI: https://doi.org/10.4213/tvp1468
Abstract: This paper states the necessary and sufficient conditions on the natural scale and the measure of convergence of the continuous strong Markov local Dirichlet process in order that the process has a representation in the form of a solution of some stochastic differential equation. The results are applied to the case of the Bessel process of arbitrary dimension.
Keywords: Bessel process, Dirichlet process, stochastic differential equations, local time, strong Markov processes.
English version:
Theory of Probability and its Applications, 1999, Volume 43, Issue 2, Pages 189–202
DOI: https://doi.org/10.1137/S0040585X97976829
Bibliographic databases:
Language: English
Citation: H.-J. Engelbert, J. Wolf, “Strong Markov local Dirichlet processes and stochastic differential equations”, Teor. Veroyatnost. i Primenen., 43:2 (1998), 331–348; Theory Probab. Appl., 43:2 (1999), 189–202
Citation in format AMSBIB
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\by H.-J.~Engelbert, J.~Wolf
\paper Strong Markov local Dirichlet processes and stochastic differential equations
\jour Teor. Veroyatnost. i Primenen.
\yr 1998
\vol 43
\issue 2
\pages 331--348
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\zmath{https://zbmath.org/?q=an:0953.60043}
\transl
\jour Theory Probab. Appl.
\yr 1999
\vol 43
\issue 2
\pages 189--202
\crossref{https://doi.org/10.1137/S0040585X97976829}
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  • https://doi.org/10.4213/tvp1468
  • https://www.mathnet.ru/eng/tvp/v43/i2/p331
    • This publication is cited in the following 11 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
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