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Stochastic representation of diffusions corresponding to divergence form operators · Study

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ArticleStochastic representation of diffusions corresponding to divergence form operators

Andrzej Rozkosz1996

OA

Articlebronze1996

Stochastic representation of diffusions corresponding to divergence form operators

Andrzej Rozkosz

27 citations·0/0 files stored·Stochastic Processes and their Applications

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Stochastic processes and financial applications Nonlinear Partial Differential Equations Stochastic processes and statistical mechanics

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References

1981Calcul d'ito sans probabilites 1986Time Reversal of Diffusions 1995Quadratic Covariation and an Extension of Itô's Formula

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2002A probabilistic interpretation of the divergence and BSDE's 2001Generalization of Itô's formula for smooth nondegenerate martingales 2003Backward SDEs and Cauchy problem for semilinear equations in divergence form

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Year1996

Typearticle

Published1996-10-01

VenueStochastic Processes and their Applications

ISSN-L0304-4149

Languageen

Citations27

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/0304-4149(96)00059-2

openalex_workW1968303221

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