Analytic Diffusion Processes: Definition, Properties, Limit Theorems

DOI10.1137/S0040585X97T988137zbMATH Open1373.60136OpenAlexW2635062436MaRDI QIDQ5269813FDOQ5269813

M. M. Faddeev, I. A. Ibragimov, 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)

Cited In (2)

• A property of distributions of diffusion processes
• 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)

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