Stochastic Equations for Diffusion Processes in a Bounded Region
- 1 January 1961
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Theory of Probability and Its Applications
- Vol. 6 (3) , 264-274
- https://doi.org/10.1137/1106035
Abstract
No abstract availableThis publication has 6 references indexed in Scilit:
- On the Differentiability of Measures Corresponding to Random Processes. II. Markov ProcessesTheory of Probability and Its Applications, 1960
- Limit Theorems for Stochastic Processes with Independent IncrementsTheory of Probability and Its Applications, 1957
- Continuous Markov processes and stochastic equationsRendiconti del Circolo Matematico di Palermo Series 2, 1955
- Martingales and one-dimensional diffusionTransactions of the American Mathematical Society, 1955
- The General Diffusion Operator and Positivity Preserving Semi-Groups in One DimensionAnnals of Mathematics, 1954
- Diffusion processes in one dimensionTransactions of the American Mathematical Society, 1954