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Diffusion processes with continuous coefficients. II. (English) Zbl 0167.43904


MSC:

60J60 Diffusion processes
58J65 Diffusion processes and stochastic analysis on manifolds

Citations:

Zbl 0167.43903
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References:

[1] Cameron, Trans. Amer. Math. Soc. 75 pp 552– (1953)
[2] Four Papers in Probability, Mem. Amer. Math. Soc., No. 6, 1951.
[3] Stochastic Processes, John Wiley and Sons, New York, 1953.
[4] Foundations of the Theory of Makov Processes, Pergamon Press, New York, 1960.
[5] Markov Processes, Vols. 1 and 2, Academic Press, New York, 1965.
[6] Girsanov, Theory Prob. Applications 5 pp 285– (1960)
[7] Girsanov, Theor. Probability Appl. 7 pp 325– (1962)
[8] Girsanov, Doklady Akad. Nauk USSR 138 pp 18– (1961)
[9] On Stochastic Differential Equations, Mem. Amer. Math. Soc., No. 4, 1951.
[10] It??, Nagoya Math. J. 3 pp 55– (1951) · Zbl 0045.07603
[11] Jones, Amer. J. Math. 86 pp 441– (1964)
[12] Krylov, Theor. Probability Appl. 11 pp 373– (1966)
[13] , and , Linear and Quasilinear Equations of Parabolic Type, Izd. Nauka, Moscow, 1967. (In Russian).
[14] Probability Measures on Metric Spaces, Academic Press, New York, 1967. · Zbl 0153.19101
[15] Prokhorov, Theor. Probability Appl. 9 pp 118– (1956)
[16] Investigations in the Theory of Random Processes, Izdatelstvo Kievskovo Universiteta, Kiev, 1961. (In Russian).
[17] Tanaka, Mem. Fac. Sci. Kyushu Univ., Ser. A. 18 pp 89– (1964)
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