Diffusion processes with continuous coefficients, II

DOI10.1002/CPA.3160220404MaRDI QIDQ5554670zbMATH OpenOpenAlexFDO

Authors Daniel W. Stroock, S. 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

zbMATH Keywords

diffusion processesstability

Mathematics Subject Classification ID

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

Cites work

• scientific article; zbMATH DE number 3245885 (Why is no real title available?)
• On a Formula Concerning Stochastic Differentials

Cited in

(23)

• Asymptotic behavior of the Bellman function in a stochastic optimal control problem
• Convergence of branching transport processes to branching Brownian motion
• On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators
• Infinite-dimensional regularization of McKean-Vlasov equation with a Wasserstein diffusion
• Feynman-Kac formula under a finite entropy condition
• The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck
• Stochastic differential equations with singular coefficients on the straight line
• The fundamental solution to 1D degenerate diffusion equation with one-sided boundary
• A PDE approach to jump-diffusions
• KERNEL CONVERGENCE ESTIMATES FOR DIFFUSIONS WITH CONTINUOUS COEFFICIENTS
• Stochastic equations with multidimensional drift driven by Levy processes
• 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
• Hitting a target with maximum probability
• Stochastic differential equations with generalized stochastic volatility and statistical estimators
• Stochastic Processes in the Decades after 1950
• Stochastic differential equations with critically irregular drift coefficients
• Skorokhod \(\mathsf{J} \)-convergence for randomly stopped Markov processes
• On the uniqueness of solutions to martingale problems for diffusion operators with progressively measurable random coefficients
• Mathematical problems suggested by population genetics and ecology
• Exponential twist of probability measures: drift correction in term of a generalized gradient
• The numerical solution of three stochastic differential games
• Brownian motion on Perelman's almost Ricci-flat manifold

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