On the solution of a one-dimensional stochastic differential equation with singular drift coefficient |
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| Authors: | A. M. Kulik |
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| Affiliation: | (1) Institute of Mathematics, Ukrainian Academy of Sciences, Kiev |
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| 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.Translated from Ukrains kyi Matematychnyi Zhurnal, Vol. 56, No. 5, pp. 642–655, May, 2004. |
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