Stochastic Waves

DOI10.2307/1999052zbMATH Open0513.60072OpenAlexW4240872148MaRDI QIDQ3658856FDOQ3658856

Authors: E. B. Dynkin, Robert J. Vanderbei 

Publication date: 1983

Full work available at URL: https://doi.org/10.2307/1999052

zbMATH Keywords

stochastic waveinfinitesimal operator

Mathematics Subject Classification ID

Diffusion processes (60J60) Continuous-time Markov processes on general state spaces (60J25) Boundary value problems for second-order elliptic equations (35J25) Transition functions, generators and resolvents (60J35)

Cites Work

• Title not available (Why is that?)
• Linear and quasilinear elliptic equations
• Title not available (Why is that?)
• Some Theorems Concerning 2-Dimensional Brownian Motion
• Title not available (Why is that?)
• Harmonic functions associated with several Markov processes
• Toward a stochastic calculus for several Markov processes

Cited In (4)

• Harmonic functions associated with several Markov processes
• On the Asymptotic Normality of Adaptive Multilevel Splitting
• Toward a stochastic calculus for several Markov processes
• Last exit decompositions and regularity at the boundary of transition probabilities

This page was built for publication: Stochastic Waves

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3658856)