Stochastic processes in a finite space interval

DOI10.1007/BF00969066zbMath0367.60092OpenAlexW2040697188MaRDI QIDQ1242384

Bronius Grigelionis

Publication date: 1977

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00969066

Mathematics Subject Classification ID

Diffusion processes (60J60)

Cites Work

• Stochastic differential equations for the non linear filtering problem
• Conditions for the Absolute Continuity of Two Diffusions
• Equivalence of Markov Processes
• On Square Integrable Martingales
• Absolute Continuity of Markov Processes and Generators
• Diffusion processes with boundary conditions
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