Donsker's delta functions and approximation of heat kernels by the time discretization methods
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Publication:675800
DOI10.1215/kjm/1250518506zbMath0883.60056OpenAlexW1594585884MaRDI QIDQ675800
Publication date: 4 March 1998
Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1215/kjm/1250518506
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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