Diffusion process corresponding to $$\frac{1}{2}\sum {\frac{{\partial ^2 }}{{\partial x^{i2} }}} + \sum {b^i (x)\frac{\partial }{{\partial x^i }}} $$
- 1 February 1960
- journal article
- research article
- Published by Springer Nature in Annals of the Institute of Statistical Mathematics
- Vol. 12 (1) , 37-61
- https://doi.org/10.1007/bf01577664
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Stochastic Differential Equations in a Differentiable ManifoldNagoya Mathematical Journal, 1950
- On Brownian motions in $n$-spaceProceedings of the Japan Academy, Series A, Mathematical Sciences, 1944
- Grundbegriffe der WahrscheinlichkeitsrechnungPublished by Springer Nature ,1933