Diffusion processes with continuous coefficients, II
From MaRDI portal
Publication:5554670
DOI10.1002/cpa.3160220404zbMath0167.43904OpenAlexW4246156563MaRDI QIDQ5554670
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.3160220404
Related Items (19)
On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators ⋮ Stochastic differential equations with singular coefficients on the straight line ⋮ The fundamental solution to 1D degenerate diffusion equation with one-sided boundary ⋮ Stochastic Processes in the Decades after 1950 ⋮ Stochastic differential equations with critically irregular drift coefficients ⋮ Asymptotic behavior of the Bellman function in a stochastic optimal control problem ⋮ A PDE approach to jump-diffusions ⋮ Time-average control of martingale problems: the hamilton-jacobi-bellman equation ⋮ Processus de vie et de mort sur ? avec interaction selon les particules les plus proches ⋮ Stochastic differential equations with generalized stochastic volatility and statistical estimators ⋮ Hitting a target with maximum probability ⋮ Convergence of branching transport processes to branching Brownian motion ⋮ The numerical solution of three stochastic differential games ⋮ KERNEL CONVERGENCE ESTIMATES FOR DIFFUSIONS WITH CONTINUOUS COEFFICIENTS ⋮ Infinite-dimensional regularization of McKean-Vlasov equation with a Wasserstein diffusion ⋮ Brownian motion on Perelman's almost Ricci-flat manifold ⋮ Feynman-Kac formula under a finite entropy condition ⋮ The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck ⋮ Stochastic equations with multidimensional drift driven by Levy processes
Cites Work
This page was built for publication: Diffusion processes with continuous coefficients, II
