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Martingales pp 60-66 | Cite as

Diffusion processes and martingales I

  • Daniel W. Stroock
  • S. R. S. Varadhan
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 190)

Keywords

Parabolic Equation Fundamental Solution Weak Convergence Symmetric Matrice Invariance Principle 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag 1971

Authors and Affiliations

  • Daniel W. Stroock
  • S. R. S. Varadhan

There are no affiliations available

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