Diffusion processes with continuous coefficients, I-Reference-Cited by-同舟云学术

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Diffusion processes with continuous coefficients, I

Published:1969-05 Issue:3 Volume:22 Page:345-400
ISSN:0010-3640
Container-title:Communications on Pure and Applied Mathematics
language:en
Short-container-title:Comm. Pure Appl. Math.

Author:

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

Publisher

Wiley

Subject

Applied Mathematics,General Mathematics

Reference17 articles.

1. Nonlinear transformations of Volterra type in Wiener space

2. Four Papers in Probabïlity, Mem. Amer. Math. Soc., No. 6, 1951.

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

4. Foundations of the Theory of Markov Processes, Pergamon Press, New York, 1960.

5. Markov Processes, Vols. 1 and 2, Academic Press, New York, 1965.

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