On the asymptotic behaviour of a diffusion process with singular drift

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On the asymptotic behaviour of a diffusion process with singular drift

Hitoshi Kaneta

Source: Nagoya Math. J. Volume 57 (1975), 87-106.

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Primary Subjects: 60J60

Full-text: Open access

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Permanent link to this document: http://projecteuclid.org/euclid.nmj/1118795363
Mathematical Reviews number (MathSciNet): MR0375482
Zentralblatt MATH identifier: 0301.60057

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References

[1] M. Duflo and D. Eevuz Proprieties asymptotiques des probability de transition des processus de Markov recurrents. Ann. Inst. Henri Poincare, vol. 5, n3 (1969), 233-244.

Mathematical Reviews (MathSciNet): MR42:8557

Zentralblatt MATH: 0183.47003

[2] E. B. Dynkin Markov process, Springer-Verlag, Berlin, 1965.

Mathematical Reviews (MathSciNet): MR33:1887

Zentralblatt MATH: 0132.37901

[3] I. V. Girsanov Strongly-Feller processes. Theory of Prob. and its Appl., vol. 5 (1960), 5-24.

Mathematical Reviews (MathSciNet): MR25:607

[4] T. E. Harris The existence of stationary measures for certain Markov processes, Third Berkley Sympo., vol. 1 (1956), 113-125.

Mathematical Reviews (MathSciNet): MR18:941d

Zentralblatt MATH: 0072.35201

[5] N. Ikeda, T. Nagasawa and S. Watanabe Branching Markov processes II. J. Math. Kyoto Univ. 8-3 (1968), 365-410.

Mathematical Reviews (MathSciNet): MR38:6677

Project Euclid: euclid.kjm/1250524059

[6] K. Ito and H. P. Mckean, Jr. Diffusion processes and their sample paths, Springer-Verlag, Berlin, 1965.

[7] G. Maruyama and H. TanakaSome properties of one-dimensional processes. Mem. Fac. Sci. Kyushu Univ. A-ll, 2 (1957), 117-141.

Mathematical Reviews (MathSciNet): MR20:3607

Zentralblatt MATH: 0089.34604

Digital Object Identifier: doi:10.2206/kyushumfs.11.117

[8] S. Orey Recurrent Markov chains, Pacific J. of Math. 9 (1959), 805-827.

Mathematical Reviews (MathSciNet): MR23:A2931

Zentralblatt MATH: 0095.32902

Project Euclid: euclid.pjm/1103039121

[9] Seminar on Prob. vol. 5 (1960) (Japanese).

[10] Seminar on Prob. vol. 23-1 (1966) (Japanese).

[11] K. Sato and T. Ueno Multidimensional diffusion process and the Markov process on the boundary. J. Math. Kyoto Univ. 4 (1965), 526-606.

Mathematical Reviews (MathSciNet): MR33:6702

Zentralblatt MATH: 0219.60057

Project Euclid: euclid.kjm/1250524605

[12] A. D. Wentzell On boundary conditions for multidimensional diffusion processes. Theory of Prob. and its Appl. vol. 4 (1959), 164-177.

Zentralblatt MATH: 0089.13404

[13] J. Neveu Bases mathematiques du calcul des probabilites. Paris, Masson et Cie, 1964. Nagoya University

Mathematical Reviews (MathSciNet): MR33:6659

Zentralblatt MATH: 0137.11203

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