Abstract
We have now seen two approaches to the construction of diffusion processes corresponding to given coefficients a and b. Let us quickly recapitulate the essential steps involved in these different methods and see if we cannot extract their common features.
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© 2006 Springer-Verlag Berlin Heidelberg
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Stroock, D.W., Varadhan, S.R.S. (2006). The Martingale Formulation. In: Multidimensional Diffusion Processes. Classics in Mathematics / Grundlehren der mathematischen Wissenschaften. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-28999-2_7
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DOI: https://doi.org/10.1007/3-540-28999-2_7
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-662-22201-0
Online ISBN: 978-3-540-28999-9
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