Deterministic laws of time inhomogeneous diffusion processes

Sadao Sato · Kodai Mathematical Journal · 1980

It is well known that a 1-dim.diffusion process whose paths are increasing is deterministic if the process is time homogeneous.The problem we will consider is to examine whether the same assertion is hold when the process is time inhomogeneous (cf.Orey [3]) and some sufficient conditions will be given.

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