PreprintarXiv licencearXiv
Diffusion processes with b∈ L(p,q),loc
Abstract
We present some conditions in case b∈ L(p,q),loc sufficient to guarantee the existence of a strong Markov diffusion process with drift b and uniformly nondegenerate bounded matrix-valued diffusion. An example is given to illustrate how close these conditions are to be necessary.
Related
- Up-down ordered Chinese restaurant processes with two-sided immigration, emigration and diffusion limits
- Learning Transition Kernels of Jump-Diffusion Processes with Conditional Diffusion Models
- First-Passage Time Problems for Jump-Diffusion Processes with Positive and Negative Jumps
- Model-based clustering of diffusion processes with constant volatility coefficients using high-frequency data
- A Criterion for Convergence of Diffusion Processes on Graphs
BibTeX
@misc{krylov2026diffusion,
title = {{Diffusion processes with $b\in L_(p,q),\textloc$}},
author = {N. V. Krylov},
howpublished = {arXiv},
year = {2026},
month = oct,
doi = {10.48550/arxiv.2609.14847},
eprint = {2609.14847},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2609.14847},
}
RIS
TY - UNPB
TI - Diffusion processes with b∈ L_(p,q),loc
AU - N. V. Krylov
PY - 2026
DA - 2026/10/09
PB - arXiv
DO - 10.48550/arxiv.2609.14847
UR - https://arxiv.org/abs/2609.14847
AB - We present some conditions in case b∈ L_(p,q),loc sufficient to guarantee the existence of a strong Markov diffusion process with drift b and uniformly nondegenerate bounded matrix-valued diffusion. An example is given to illustrate how close these conditions are to be necessary.
ER -