Ergodic Properties of Recurrent Diffusion Processes and Stabilization of the Solution to the Cauchy Problem for Parabolic Equations
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://epubs.siam.org/doi/pdf/10.1137/1105016
Reference18 articles.
1. SOME PROPERTIES OF ONE-DIMENSIONAL DIFFUSION PROCESSES
2. Ergodic property of recurrent diffusion processes.
3. Diffusion processes in one dimension
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