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Some explicit conditions for maximal local diffusions in one-dimensional case. (English) Zbl 0294.60060

MSC:

60J60 Diffusion processes
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References:

[1] I. Vrkoč: Some maximum principles for stochastic equations. Czech. Math. J. V. 19 (94), 1969, 569-604. · Zbl 0205.43902
[2] A. Friedman: Partial differential equations of parabolic type. Prentice-Hall, Inc. 1964. · Zbl 0144.34903
[3] G. Schleinkofer: Die erste Randwertaufgabe und das Cauchy - Problem für parabolische Differentialgleichungen mit unstetigen Anfangswerten. Mathematische Zeitschrift 1969, B 111, 87-97. · Zbl 0179.14803 · doi:10.1007/BF01111190
[4] И. И. Гихман А. В. Скороход: Стохастические дифференциальные уравнения. Изд. Наукова Думка, Киев 1968. · Zbl 1236.41005
[5] И. И. Гихман А. В. Скороход: Введение в теорию случайных процессов. Изд. Наука Москва 1965. · Zbl 1225.00032 · doi:10.1126/science.148.3669.473
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