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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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Bibliographic Details
Date:	2004
Main Authors:	Kulik, A. M., Кулик, А. М.
Format:	Article
Language:	Russian English
Published:	Institute of Mathematics, NAS of Ukraine 2004
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/3784
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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