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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 294 scientific papers (total in 294 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
Russian version:
Matematicheskii Sbornik. Novaya Seriya, 1974, Volume 93(135), Number 1, Pages 129–149
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”, Mat. Sb. (N.S.), 93(135):1 (1974), 129–149; 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 Mat. Sb. (N.S.)
\yr 1974
\vol 93(135)
\issue 1
\pages 129--149
\mathnet{http://mi.mathnet.ru/sm2963}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=336813}
\zmath{https://zbmath.org/?q=an:0291.60036}
\transl
\jour Math. USSR-Sb.
\yr 1974
\vol 22
\issue 1
\pages 129--149
\crossref{https://doi.org/10.1070/SM1974v022n01ABEH001689}
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 294 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
    Statistics & downloads:
    Abstract page:2093
    Russian version PDF:787
    English version PDF:76
    References:116
    First page:2
     
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