A Lévy-type characterization of one-dimensional diffusions

Archiv der Mathematik

Volumn 70, Issue 3, 1998, Pages 235-238

  Voit, Michael ^a  

^a UNIVERSITY OF TÜBINGEN   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0032221129     PISSN: 0003889X     EISSN: None     Source Type: Journal    
DOI: 10.1007/s000130050189     Document Type: Article

References (6)

1. H. J. ENGELBERT and W. SCHMIDT, On one-dimensional stochastic differential equations with generalized drift. Lecture Notes in Control and Inform. 69, 143-155 (1984).
2. I. KARATZAS and S. E. SHREVE, Brownian Motion and Stochastic Calculus. Berlin-Heidelberg-New York 1985.
3. H. KUNITA and S. WATANABE, On square-integrable martingales. Nagoya Math. J. 30, 209-245 (1967).
4. C. RENTZSCH and M. VOIT, Homogeneous Markov processes and Gaussian processes on hypergroups. Preprint 1997.
5. D. STROOCK and S. R. S. VARADHAN, Multidimensional Diffusion Processes. Berlin-Heidelberg-New York 1979.
6. H. VON WEIZSÄCKER and G. WINKLER, Stochastic Integrals. Braunschweig-Wiesbaden 1990.