On the solution of a one-dimensional stochastic differential equation with singular drift coefficient
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.
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| Дата: | 2004 |
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| Автори: | , |
| Формат: | Стаття |
| Мова: | Російська Англійська |
| Опубліковано: |
Institute of Mathematics, NAS of Ukraine
2004
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| Онлайн доступ: | https://umj.imath.kiev.ua/index.php/umj/article/view/3784 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
| Завантажити файл: |  |
Репозитарії
Ukrains’kyi Matematychnyi Zhurnal| _version_ | 1860509916423258112 |
|---|---|
| author | Kulik, A. M. Кулик, А. М. Кулик, А. М. |
| author_facet | Kulik, A. M. Кулик, А. М. Кулик, А. М. |
| author_sort | Kulik, A. M. |
| baseUrl_str | https://umj.imath.kiev.ua/index.php/umj/oai |
| collection | OJS |
| datestamp_date | 2020-03-18T20:08:43Z |
| description | 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. |
| first_indexed | 2026-03-24T02:48:42Z |
| format | Article |
| fulltext |
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| id | umjimathkievua-article-3784 |
| institution | Ukrains’kyi Matematychnyi Zhurnal |
| keywords_txt_mv | keywords |
| language | rus English |
| last_indexed | 2026-03-24T02:48:42Z |
| publishDate | 2004 |
| publisher | Institute of Mathematics, NAS of Ukraine |
| record_format | ojs |
| resource_txt_mv | umjimathkievua/ef/4942cbe83feb6a0e3241e1f7d8db76ef.pdf |
| spelling | umjimathkievua-article-37842020-03-18T20:08:43Z On the solution of a one-dimensional stochastic differential equation with singular drift coefficient О решении одномерного стохастического дифференциального уравнения с сингулярным коэффициентом переноса Kulik, A. M. Кулик, А. М. Кулик, А. М. 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. Отримано узагальнені дифузійні коефіцієнти та описано структуру локальних часів для процесу, заданого як розв'язок одновимірного стохастичпого диференціального рівняння з сингулярним коефіцієнтом переносу. Institute of Mathematics, NAS of Ukraine 2004-05-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/3784 Ukrains’kyi Matematychnyi Zhurnal; Vol. 56 No. 5 (2004); 642–655 Український математичний журнал; Том 56 № 5 (2004); 642–655 1027-3190 rus en https://umj.imath.kiev.ua/index.php/umj/article/view/3784/4289 https://umj.imath.kiev.ua/index.php/umj/article/view/3784/4290 Copyright (c) 2004 Kulik A. M. |
| spellingShingle | Kulik, A. M. Кулик, А. М. Кулик, А. М. On the solution of a one-dimensional stochastic differential equation with singular drift coefficient |
| title | On the solution of a one-dimensional stochastic differential equation with singular drift coefficient |
| title_alt | О решении одномерного стохастического дифференциального уравнения с сингулярным коэффициентом переноса |
| title_full | On the solution of a one-dimensional stochastic differential equation with singular drift coefficient |
| title_fullStr | On the solution of a one-dimensional stochastic differential equation with singular drift coefficient |
| title_full_unstemmed | On the solution of a one-dimensional stochastic differential equation with singular drift coefficient |
| title_short | On the solution of a one-dimensional stochastic differential equation with singular drift coefficient |
| title_sort | on the solution of a one-dimensional stochastic differential equation with singular drift coefficient |
| url | https://umj.imath.kiev.ua/index.php/umj/article/view/3784 |
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