On stochastic continuity of generalized diffusion processes constructed as the strong solution to an SDE

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dc.creatorZaitseva, Ludmila L.
dc.date2006-09-11
dc.date.accessioned2026-07-07T07:24:43Z
dc.date.available2026-07-07T07:24:43Z
dc.descriptionThe comparison theorem for skew Brownian motions is proved. As the corollary we get the estimate on ${\Cal L}_1-$distance between two skew Brownian motions started from different points. Using this result we prove the continuous dependence on starting point of one class of generalized diffusion processes constructed as the strong solution to an SDE.
dc.identifierhttps://arxiv.org/abs/math/0609305
dc.identifierhttp://arxiv.org/abs/math/0609305
dc.identifierTheory of Stochastic Processes Vol. 11(27), no. 1-2, 2005, pp. 125-135
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/116471
dc.subjectProbability
dc.subject60G20; 60J55
dc.titleOn stochastic continuity of generalized diffusion processes constructed as the strong solution to an SDE
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