Diffusion Processes with Unbounded Drift Coefficient
- 1 December 1975
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Theory of Probability and Its Applications
- Vol. 20 (1) , 27-37
- https://doi.org/10.1137/1120003
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- On the Existence of Solutions of Stochastic Differential Equations with Integrable Drift CoefficientTheory of Probability and Its Applications, 1975
- On an Identity for Stochastic IntegralsTheory of Probability and Its Applications, 1973
- Diffusion processes with continuous coefficients, ICommunications on Pure and Applied Mathematics, 1969