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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| Date: | 2004 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Russian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2004
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/3784 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |
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