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Publication:3865186
zbMath0428.60002MaRDI QIDQ3865186
Publication date: 1979
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
martingalesstochastic differential equationsdiffusionsstochastic integralsinfinitesimal operatorcorrelation theoryMarkov timespath behaviourdiffusion processes and differential equationsMarkoff processes
Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stochastic integrals (60H05) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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