Diffusion process corresponding to \(\frac12 \sum\partial^2/\partial x^{i2} + \sum b^i(x) \partial/\partial x^i\)
From MaRDI portal
Publication:2626534
DOI10.1007/BF01577664zbMath0121.13201MaRDI QIDQ2626534
Publication date: 1961
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Related Items
Note on continuous additive functional of the 1-dimensional Brownian path, Transformations of diffusion and Schrödinger processes
Cites Work