Pages that link to "Item:Q1363463"

The following pages link to Stochastic representation of diffusions corresponding to divergence form operators (Q1363463):

Displaying 14 items.

• On time-dependent functionals of diffusions corresponding to divergence form operators (Q354753) (← links)
• An extension of Itô's formula for elliptic diffusion processes (Q1275936) (← links)
• BSDE driven by Dirichlet process and semi-linear parabolic PDE. Application to homogeniza\-tion. (Q1766037) (← links)
• Generalization of Itô's formula for smooth nondegenerate martingales. (Q1879509) (← links)
• Existence and regularity of infinitesimally invariant measures, transition functions and time-homogeneous Itô-SDEs (Q2021716) (← links)
• A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients (Q2494575) (← links)
• A probabilistic interpretation of the divergence and BSDE's. (Q2574533) (← links)
• A probabilistic representation of the solution of some quasi-linear PDE with a divergence form operator. Application to existence of weak solutions of FBSDE. (Q2574637) (← links)
• Dirichlet processes associated to diffusions (Q2747860) (← links)
• Stochastic differential equations driven by processes generated by divergence form operators II: convergence results (Q5190290) (← links)
• Stochastic differential equations driven by processes generated by divergence form operators I: a Wong-Zakai theorem (Q5429583) (← links)
• On the Feynman–Kac representation for solutions of the Cauchy problem for parabolic equations in divergence form (Q5704637) (← links)
• (Q5881791) (← links)
• A change of variable formula with applications to multi-dimensional optimal stopping problems (Q6048969) (← links)