STOCHASTIC DIFFERENTIAL EQUATION FOR BROX DIFFUSION

来源 :The 11th Workshop on Markov Processes and Related Topics(第十一 | 被引量 : 0次 | 上传用户：hamainini

【摘要】

：

　　This talk some results on the weak and strong solutions to the stochastic differential equation dX(t)=-1/2(W)(X(t))dt+dB(t),where(B(t),t≥ 0)is a standard B

【作者】

：

Yaozhong HU

【机构】

：

UniversityofKansas,USA

【出处】

：

The 11th Workshop on Markov Processes and Related Topics(第十一

【发表日期】

：

2015年6期

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　　This talk some results on the weak and strong solutions to the stochastic differential equation dX(t)=-1/2(W)(X(t))dt+dB(t),where(B(t),t≥ 0)is a standard Brownian motion and W(x)is a two sided Brownian motion,independent of B.

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STOCHASTIC DIFFERENTIAL EQUATION FOR BROX DIFFUSION

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