scientific article; zbMATH DE number 850220

MaRDI QIDQ4866239zbMATH OpenFDO

Authors S. Tindel

Publication date 4 March 1996

zbMATH Keywords

continuity propertydiffusion approximationwhite noise

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cited in

(8)

• On an estimate of Cranston and McConnell for elliptic diffusions in uniform domains
• An extension of Itô's formula for elliptic diffusion processes
• Diffusion approximation for hyperbolic stochastic differential equations
• The characterization of equilibrium potentials and last exit distributions for elliptic diffusion processes
• On Itô's formula for elliptic diffusion processes
• Criteria for regularity of elliptic diffusion processes and it's application
• Diffusions and Elliptic Operators
• Pathwise definition of second-order SDEs

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