Advertisement

Martingales pp 67-75 | Cite as

Diffusion processes and martingales II

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

References

  1. [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).MathSciNetCrossRefzbMATHGoogle Scholar
  2. [2]
    D. W.Stroock and S. R. S. Varadhan, Diffusion processes with boundary conditions, to appear.Google Scholar

Copyright information

© Springer-Verlag 1971

Authors and Affiliations

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

There are no affiliations available

Personalised recommendations