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Diffusion processes in a small time interval. (English) Zbl 0278.60051

MSC:
60J60 Diffusion processes
35K15 Initial value problems for second-order parabolic equations
35L65 Hyperbolic conservation laws
35J25 Boundary value problems for second-order elliptic equations
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References:
[1] Ciesielski, Bull. Acad. Polon. Sci. Ser. Sci. Math. Astronom. Phys. 15 pp 435– (1966)
[2] An application of function space integrals to a non-linear equation, to appear.
[3] Markov Processes, Vols. I, II, Academic Press, New York, 1965.
[4] Schilder, Trans. Amer. Math. Soc.
[5] Skorokhod, Theor. Probability Appl. 5 pp 40– (1960)
[6] Varadhan, Comm. Pure Appl. Math. 19 pp 261– (1966)
[7] Varadhan, Comm. Pure Appl. Math. 20 pp 431– (1967)
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