On the solution of a one-dimensional stochastic differential equation with singular drift coefficient
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.
English version (Springer): Ukrainian Mathematical Journal 56 (2004), no. 5, pp 774-789.
Citation Example: Kulik A. M. On the solution of a one-dimensional stochastic differential equation with singular drift coefficient // Ukr. Mat. Zh. - 2004. - 56, № 5. - pp. 642–655.
Full text
