A+ CATEGORY SCIENTIFIC UNIT

On one-dimensional diffusion processes living in a bounded space interval

Volume 57 / 1992

Anna Milian Annales Polonici Mathematici 57 (1992), 13-19 DOI: 10.4064/ap-57-1-13-19

Abstract

We prove that under some assumptions a one-dimensional Itô equation has a strong solution concentrated on a finite spatial interval, and the pathwise uniqueness holds.

Authors

  • Anna Milian

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