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Stroock, Daniel W.; Varadhan, S. R. S.

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

Commun. Pure Appl. Math. 22, 479-530 (1969).
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Cited in 4 Reviews
Cited in 19 Documents

MSC:

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

Keywords:

diffusion processes; stability

Citations:

Zbl 0167.43903
PDFBibTeX XMLCite
\textit{D. W. Stroock} and \textit{S. R. S. Varadhan}, Commun. Pure Appl. Math. 22, 479--530 (1969; Zbl 0167.43904)
Full Text: DOI

References:

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[5] Markov Processes, Vols. 1 and 2, Academic Press, New York, 1965. · doi:10.1007/978-3-662-00031-1
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[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 · doi:10.1017/S0027763000012216
[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 · doi:10.1016/B978-1-4832-0022-4.50006-5
[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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