Analytic diffusion processes: definition, properties, limit theorems

DOI10.1137/S0040585X97T988137MaRDI QIDQ5269813zbMATH OpenOpenAlexFDO

Authors I. A. Ibragimov, M. M. Faddeev, N. V. Smorodina

Publication date 28 June 2017

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97t988137

zbMATH Keywords

diffusion processevolution equationlimit theoremrandom processFeynman integralFeynman measure

Mathematics Subject Classification ID

Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17) Initial value problems for second-order parabolic equations (35K15)

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Cited in

(5)

• Diffusion processes and related problems in analysis, Volume 1: Diffusions in analysis and geometry. Proceedings of an international conference held October 23-27, 1989, in Evanston, IL (USA)
• Diffusion and deterministic systems
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• A property of distributions of diffusion processes
• scientific article; zbMATH DE number 4007397 (Why is no real title available?)

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