Diffusion processes with continuous coefficients, I

DOI10.1002/cpa.3160220304zbMath0167.43903OpenAlexW2143083943MaRDI QIDQ5554669

Daniel W. Stroock, Srinivasa R. S. Varadhan

Publication date: 1969

Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cpa.3160220304

zbMATH Keywords

existenceuniquenessdiffusion processes

Mathematics Subject Classification ID

Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65)

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Cites Work

• On a Formula Concerning Stochastic Differentials
• Unnamed Item

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