On the solution of a one-dimensional stochastic differential equation with singular drift coefficient

被引：0

作者：

Kulik A.M. ^{[1
]}

机构：

[1] Institute of Mathematics, Ukrainian Academy of Sciences, Kiev

来源：

Ukrainian Mathematical Journal | 2004年 / 56卷 / 5期

关键词：

Differential Equation; Diffusion Coefficient; Local Time; Stochastic Differential Equation; Generalize Diffusion;

D O I：

10.1007/s11253-005-0088-8

中图分类号：

学科分类号：

摘要：

We determine generalized diffusion coefficients and describe the structure of local times for a process defined as a solution of a one-dimensional stochastic differential equation with singular drift coefficient. © 2004 Springer Science+Business Media, Inc.

引用

页码：774 / 789

页数：15

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