Mathematics of the USSR-Sbornik
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Forthcoming papers
Archive
Impact factor
Guidelines for authors
License agreement
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Mat. Sb.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Mathematics of the USSR-Sbornik, 1974, Volume 22, Issue 1, Pages 129–149
DOI: https://doi.org/10.1070/SM1974v022n01ABEH001689
(Mi sm2963)
 

This article is cited in 299 scientific papers (total in 299 papers)

A transformation of the phase space of a diffusion process that removes the drift

A. K. Zvonkin
References:
Abstract: In this paper we construct a one-to-one (and quasi-isometric) transformation of a phase space that allows us to pass from a diffusion process with nonzero drift coefficient to a process without drift. Using this transformation we construct strong solutions of stochastic differential equations with a “bad” drift coefficient and give other applications.
Bibliography: 21 titles.
Received: 10.04.1973
Bibliographic databases:
UDC: 519.2
MSC: Primary 60J60, 60H15; Secondary 93E20, 60H10
Language: English
Original paper language: Russian
Citation: A. K. Zvonkin, “A transformation of the phase space of a diffusion process that removes the drift”, Math. USSR-Sb., 22:1 (1974), 129–149
Citation in format AMSBIB
\Bibitem{Zvo74}
\by A.~K.~Zvonkin
\paper A~transformation of the phase space of a~diffusion process that removes the drift
\jour Math. USSR-Sb.
\yr 1974
\vol 22
\issue 1
\pages 129--149
\mathnet{http://mi.mathnet.ru//eng/sm2963}
\crossref{https://doi.org/10.1070/SM1974v022n01ABEH001689}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=336813}
\zmath{https://zbmath.org/?q=an:0291.60036}
Linking options:
  • https://www.mathnet.ru/eng/sm2963
  • https://doi.org/10.1070/SM1974v022n01ABEH001689
  • https://www.mathnet.ru/eng/sm/v135/i1/p129
  • This publication is cited in the following 299 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Математический сборник (новая серия) - 1964–1988 Sbornik: Mathematics
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024