Diffusion Processes and Their Sample Paths.

PALE, Kiyosi Itô, H. P. McKean

Type: Article

Publication Date: 1996-12-01

Citations: 1738

DOI: https://doi.org/10.2307/2291616

Similar Works

Action	Title	Year	Authors
+	Diffusions and Brownian Processes	2021	Gideon Weiss
+ PDF Chat	Diffusion Processes and Brownian Motion	2019	M. Cattani Maria Cecilia Barbosa Salvadore
+	Brownian Motion and Diffusions	2011	Vincenzo Capasso
+	Brownian Motion and Diffusions	2012
+	Diffusion and Brownian motion	2006	Meyer B. Jackson
+	Transition functions, paths and path integrals	1991	David Williams
+	Diffusion Processes	1987	Yuriĭ A. Rozanov
+	Diffusions, Markov processes, and martingales	1979	L. C. G. Rogers David Williams
+	Diffusions and Stochastic Calculus	1997	Bert Fristedt Lawrence Gray
+	Diffusions, Markov Processes and Martingales	2000	L. C. G. Rogers David Williams
+	Diffusion and Random Walk Processes	2001	Roger Ratcliff
+	Diffusions, Markov Processes, and Martingales	2000	L. C. G. Rogers David Williams
+	Diffusion processes	2001	Geoffrey Grimmett David Stirzaker
+	Diffusion Processes, Jump Processes, and Stochastic Differential Equations	2022	Wojbor A. Woyczyński
+ PDF Chat	Brownian Motion and Diffusion.	1973	G. K. Eagleson David A. Freedman
+	Stochastic Processes and their Applications	2005	N. U. Prabhu
+	Random Walks and Brownian Diffusion	2019	Philip D. Gingerich
+	Diffusion Processes	2014	Grigorios A. Pavliotis
+	Markov Processes and their Diffusion Approximations	2009	Z. Schuss
+	Diffusion processes, stochastic differential equations and applications	1995	Henry C. Tuckwell

Action	Title	Year	Authors
+	Probabilistic Analysis of a Schröder Walk Generation Algorithm	2000	Guy Louchard Olivier Roques
+ PDF Chat	The probability distributions of the first hitting times of Bessel processes	2013	Yuji Hamana Hiroyuki Matsumoto
+ PDF Chat	The exact Hausdorff measure of the level sets of Brownian motion	1981	Edwin Perkins
+ PDF Chat	On the excursion theory for linear diffusions	2007	Paavo Salminen Pierre Vallois Marc Yor
+ PDF Chat	On the character of convergence to Brownian local time. I	1986	A. N. Borodin
+ PDF Chat	Random perturbations of dynamical systems and diffusion processes with conservation laws	2004	Mark Freidlin Matthias Weber
+ PDF Chat	Sensitive Discount Optimality in Controlled One-Dimensional Diffusions	1974	Martin L. Puterman
+ PDF Chat	Une extension des th�or�mes de Ray et Knight sur les temps locaux Browniens	1991	Pierre Vallois
+ PDF Chat	Riemannian Langevin algorithm for solving semidefinite programs	2023	Mufan Li Murat A. Erdogdu
+ PDF Chat	Accumulation on the boundary for a one-dimensional stochastic particle system	2007	Alexander A. Zamyatin V. A. Malyshev

Action	Title	Year	Authors