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Diffusion processes and martingales II

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Martingales

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 190))

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References

  1. D. W. Stroock and S. R. S. Varadhan, Diffusion processes with continuous coefficients I and II. Comm. Pure Appl. Math., Vol. XXII, 345–400, 479–530 (1969).

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  2. D. W.Stroock and S. R. S. Varadhan, Diffusion processes with boundary conditions, to appear.

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Authors
  1. Daniel W. Stroock
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  2. S. R. S. Varadhan
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Hermann Dinges

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© 1971 Springer-Verlag

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Stroock, D.W., Varadhan, S.R.S. (1971). Diffusion processes and martingales II. In: Dinges, H. (eds) Martingales. Lecture Notes in Mathematics, vol 190. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0065894

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  • DOI: https://doi.org/10.1007/BFb0065894

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-05396-5

  • Online ISBN: 978-3-540-36515-0

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