Bernstein Diffusions for a Class of Linear Parabolic Partial Differential Equations-Reference-Cited by-同舟云学术

Bernstein Diffusions for a Class of Linear Parabolic Partial Differential Equations

Published:2012-05-31 Issue:2 Volume:27 Page:449-492
ISSN:0894-9840
Container-title:Journal of Theoretical Probability
language:en
Short-container-title:J Theor Probab

Author:

Vuillermot Pierre A.,Zambrini Jean C.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s10959-012-0426-3.pdf

Reference36 articles.

1. Pure Appl. Math.;R.A. Adams,2003

2. Bernstein, S.: Sur les liaisons entre les grandeurs aléatoires. In: Verhandlungen des Internationalen Mathematikerkongress, vol. 1, pp. 288–309 (1932)

3. Beurling, A.: An automorphism of product measures. Ann. Math. 72, 189–200 (1960)

4. Probability and Its Applications Series;A.N. Borodin,2000

5. Carlen, E.A.: Conservative diffusions. Commun. Math. Phys. 94, 293–315 (1984)

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