Stochastic Waves
From MaRDI portal
Publication:3658856
DOI10.2307/1999052zbMath0513.60072MaRDI QIDQ3658856
Robert J. Vanderbei, E. B. Dynkin
Publication date: 1983
Full work available at URL: https://doi.org/10.2307/1999052
60J25: Continuous-time Markov processes on general state spaces
35J25: Boundary value problems for second-order elliptic equations
60J60: Diffusion processes
60J35: Transition functions, generators and resolvents
Related Items
Toward a stochastic calculus for several Markov processes, Harmonic functions associated with several Markov processes, Last exit decompositions and regularity at the boundary of transition probabilities
Cites Work