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)

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

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).MathSciNetCrossRefMATHGoogle 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