Diffusion Processes with Reflection and Problems with a Directional Derivative on a Manifold with a Boundary
- 1 January 1963
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Theory of Probability and Its Applications
- Vol. 8 (1) , 75-83
- https://doi.org/10.1137/1108006
Abstract
No abstract availableThis publication has 4 references indexed in Scilit:
- Infinitesimal Operators of Markov ProcessesTheory of Probability and Its Applications, 1956
- Markov Processes and Semigroups of OperatorsTheory of Probability and Its Applications, 1956
- On a Formula Concerning Stochastic DifferentialsNagoya Mathematical Journal, 1951
- Stochastic Differential Equations in a Differentiable ManifoldNagoya Mathematical Journal, 1950