scientific article; zbMATH DE number 3166637

zbMATH Open0102.14004MaRDI QIDQ3285012FDOQ3285012

Authors: V. A. Volkonskij 

Publication date: 1961

Title of this publication is not available (Why is that?)

zbMATH Keywords

probability theory

Cited In (19)

• Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case
• On absolute continuity and singularity of multidimensional diffusions
• Continuity of a class of random time trnsformations
• General path integrals and stable SDEs
• Time change equations for Lévy-type processes
• Note on continuous additive functional of the 1-dimensional Brownian path
• High level sojourns of a diffusion process on a long interval
• Sticky Feller diffusions
• Atomistic origins of continuum dislocation dynamics
• The Method of Chernoff Approximation
• Perpetual integrals via random time changes
• A random flight process associated to a Lorentz gas with variable density in a gravitational field
• Sequential testing problems for Bessel processes
• Entrance and exit at infinity for stable jump diffusions
• Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions
• Dividend optimisation: a behaviouristic approach
• Sticky Bessel diffusions
• Excursions of a non-singular diffusion
• Probabilistic approach in weighted Markov branching processes

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