Diffusion process corresponding to \(\frac12 \sum\partial^2/\partial x^{i2} + \sum b^i(x) \partial/\partial x^i\)

DOI10.1007/BF01577664zbMath0121.13201MaRDI QIDQ2626534

Minoru Motoo

Publication date: 1961

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

probability theory

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Probability theory and stochastic processes (60-XX)

Related Items (4)

Transformations of diffusion and Schrödinger processes ⋮ Note on continuous additive functional of the 1-dimensional Brownian path ⋮ Martingales in Japan ⋮ `Analogies,' `interpretations,' `images,' `systems,' and `models': some remarks on the history of abstract representation in the sciences since the nineteenth century

Cites Work

• Stochastic Differential Equations in a Differentiable Manifold
• On Brownian motions in $n$-space
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