Diffusion processes with boundary conditions

Author:

Stroock Daniel W.,Varadhan S. R. S.

Publisher

Wiley

Subject

Applied Mathematics,General Mathematics

Reference10 articles.

1. Weak Convergence of Stochastic Processes Whose Trajectories Have No Discontinuities of the Second Kind and the “Heuristic” Approach to the Kolmogorov-Smirnov Tests

2. Stochastic Processes, John Wiley and Sons, New York, 1953.

3. Singular integrals with mixed homogeneity

4. On Square Integrable Martingales

5. , and , Linear and Quasi-linear Equations of Parabolic Type, Amer. Math. Soc. Translations of Mathematical Monographs, No. 23, Amer. Math. Soc., Providence, R.I., 1968.

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