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

  • A. M. Kulik

Abstract

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.
Published
25.05.2004
How to Cite
Kulik, A. M. “On the Solution of a One-Dimensional Stochastic Differential Equation With Singular Drift Coefficient”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 56, no. 5, May 2004, pp. 642–655, https://umj.imath.kiev.ua/index.php/umj/article/view/3784.
Section
Research articles