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Results tagged with reference-request
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user 17219
This tag is used if a reference is needed in a paper or textbook on a specific result.
6
votes
3
answers
542
views
Solving SDE's on subsets of $R^n$.
I posted this on mathstackexchange to no avail.
It is well-known (see for instance Oskendal's text) that if $T>0$ and
$$b(\cdot,\cdot): [0,T] \times \mathbb{R}^n \rightarrow \mathbb{R}^n~~~~~~\sigma( …
- 2,821
12
votes
2
answers
2k
views
Gluing Markov processes
I am looking for a reference on the gluing together of strong Markov processes to get a new one.
Here is an example of what I have in mind. Let $B^1, B^2, \ldots $ be independent one-dimensional Bro …
- 131