scientific article; zbMATH DE number 1337240

MaRDI QIDQ4258914zbMATH OpenFDO

Authors Il. I. Gikhman

Publication date 15 September 1999

zbMATH Keywords

diffusion processItô equationstochastic differential equation

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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(8)

• On a construction of diffusion processes on moving domains
• Some remarks on diffusion distances
• Diffusion processes with delay at the endpoints of a segment
• On Some Diffusion Processes with Stationary Distributions
• On First Exit Times for Homogeneous Diffusion Processes
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• Properties of diffusion processes determined by a general lateral condition

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