On a Problem in the Theory of Diffusion Processes
- 1 January 1964
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Theory of Probability and Its Applications
- Vol. 9 (3) , 472-477
- https://doi.org/10.1137/1109063
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- The diffusion satisfying Wentzell's boundary condition and the Markov process on the boundary, IProceedings of the Japan Academy, Series A, Mathematical Sciences, 1960
- The diffusion satisfying Wentzell's boundary condition and the Markov process on the boundary, IIProceedings of the Japan Academy, Series A, Mathematical Sciences, 1960
- On Boundary Conditions For Multidimensional Diffusion ProcessesTheory of Probability and Its Applications, 1959