Varadhan, S. R. S. Diffusion processes in a small time interval. (English) Zbl 0278.60051 Commun. Pure Appl. Math. 20, 659-685 (1967). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 5 ReviewsCited in 98 Documents 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 × Cite Format Result Cite Review PDF Full Text: DOI 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. · doi:10.1007/978-3-662-00031-1 [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) This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.