Regular Diffusion and Stochastic Differential Equation with Generalized Drift

被引：0
|
作者：
Sun, Wenjie [1 ]
机构：
[1] Tongji Univ, Sch Math Sci, Key Lab Intelligent Comp & Applicat, Minist Educ, Shanghai 200092, Peoples R China
来源：
JOURNAL OF THEORETICAL PROBABILITY | 2025年 / 38卷 / 02期
关键词：
Regular diffusion; Dirichlet form; Stochastic differential equation; Measure-valued drift; Distributional drift; ONE-DIMENSIONAL DIFFUSION;
D O I：
10.1007/s10959-025-01413-0
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, we shall discuss some relations between the one-dimensional regular diffusion and stochastic differential equation with generalized drift. We give a necessary and sufficient condition for a regular diffusion to satisfy a stochastic differential equation with measure-valued drift. We also give a sufficient condition for a regular diffusion to satisfy a stochastic differential equation with distributional drift. Several examples are presented.
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页数：30
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