NASA Logo

NTRS

NTRS - NASA Technical Reports Server

Back to Results
Transition density of one-dimensional diffusion with discontinuous driftThe transition density of a one-dimensional diffusion process with a discontinuous drift coefficient is studied. A probabilistic representation of the transition density is given, illustrating the close connections between discontinuities of the drift and Brownian local times. In addition, some explicit results are obtained based on the trivariate density of Brownian motion, its occupation, and local times.
Document ID
19900064041
Acquisition Source
Legacy CDMS
Document Type
Reprint (Version printed in journal)
External Source(s)
Authors
Zhang, Weijian
(California, University Los Angeles, United States)
Date Acquired
August 14, 2013
Publication Date
August 1, 1990
Publication Information
Publication: IEEE Transactions on Automatic Control
Volume: 35
ISSN: 0018-9286
Subject Category
Statistics And Probability
Accession Number
90A51096
Funding Number(s)
CONTRACT_GRANT: NSG-4015
Distribution Limits
Public
Copyright
Other

Available Downloads

There are no available downloads for this record.
No Preview Available