×

Diffusion by means of random parameters. (English. Russian original) Zbl 0234.60093

Ukr. Math. J. 22(1970), 601-602 (1971); translation from Ukr. Mat. Zh. 22, 695-696 (1970).

MSC:

60J60 Diffusion processes
PDFBibTeX XMLCite
Full Text: DOI

References:

[1] I. I. Gikhman and A. V. Skorokhod, Introduction to the Theory of Random Processes [in Russian], Nauka, Moscow (1965). · Zbl 0132.37902
[2] A. N. Shiryaev, ?On stochastic equations in the theory of conditional Markov processes,? Teor. Veroyat. i ee Primen.,11, No. 1 (1966).
[3] Yu. L. Daletskii, ?Unbounded elliptic operators and their relation to parabolic equations,? Usp. Mat. Nauk,22, No. 4 (136) (1967).
[4] G. Maruyama, ?Continuous Markov processes and stochastic equations,? Matematika,1, No. 2 (1957). · Zbl 0089.34604
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.