Diffusion Processes in One Dimension

DOI10.2307/1990677zbMath0059.11601OpenAlexW4235473848MaRDI QIDQ5832384

William Feller

Publication date: 1954

Full work available at URL: https://doi.org/10.2307/1990677

zbMATH Keywords

Wahrscheinlichkeitsrechnung und Anwendungen. Wahrscheinlichkeitsrechnung.

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Cites Work

• Unnamed Item
• Unnamed Item
• Über die analytischen Methoden in der Wahrscheinlichkeitsrechnung
• Zur Theorie der stochastischen Prozesse. (Existenz- und Eindeutigkeitssätze.)
• The parabolic differential equations and the associated semigroups of transformation
• Semigroups of transformations in general weak topologies
• The First Passage Problem for a Continuous Markov Process
• Markoff Chains--Denumerable Case

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