Occupation densities of stratonovitch stochastic differential equations with boundary conditions

Imkeller, Peter

doi:10.1080/17442509308833864

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Humboldt-universit äT and Technische Universit äT Berlin1

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1996

1999

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Cited by 3 publications

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“…This function was first introduced in [4] to obtain moduli of continuity for the local time of one-dimensional diffusions in the spatial parameter and used in [2] for establishing conditions under which the multiplicative ergodic theorem holds. The significance of the functions c is that solutions of SDE's with Lipschitz coefficients have finite c -moments for some (but usually not all) c > 0.…”

Section: Humboldt-universit äT and Technische Universit äT Berlinmentioning

confidence: 99%