Diffusion Processes and their Sample Paths - Classics in Mathematics
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Published By Springer Berlin Heidelberg

9783540606291, 9783642620256

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Brownian motion in several dimensions

Diffusion Processes and their Sample Paths - Classics in Mathematics ◽

10.1007/978-3-642-62025-6_8 ◽

1996 ◽

pp. 232-291

Author(s):

Kiyosi Itô ◽

Henry P. McKean

Keyword(s):

Brownian Motion

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The general 1-dimensional diffusion

Diffusion Processes and their Sample Paths - Classics in Mathematics ◽

10.1007/978-3-642-62025-6_4 ◽

1996 ◽

pp. 83-105

Author(s):

Kiyosi Itô ◽

Henry P. McKean

Keyword(s):

Dimensional Diffusion

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The standard Brownian motion

Diffusion Processes and their Sample Paths - Classics in Mathematics ◽

10.1007/978-3-642-62025-6_2 ◽

1996 ◽

pp. 5-40 ◽

Author(s):

Kiyosi Itô ◽

Henry P. McKean

Keyword(s):

Brownian Motion ◽

Standard Brownian Motion

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Generators

Diffusion Processes and their Sample Paths - Classics in Mathematics ◽

10.1007/978-3-642-62025-6_5 ◽

1996 ◽

pp. 105-164

Author(s):

Kiyosi Itô ◽

Henry P. McKean

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Brownian Local Times

Diffusion Processes and their Sample Paths - Classics in Mathematics ◽

10.1007/978-3-642-62025-6_3 ◽

1996 ◽

pp. 40-83

Author(s):

Kiyosi Itô ◽

Henry P. McKean

Keyword(s):

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A general view of diffusion in several dimensions

Diffusion Processes and their Sample Paths - Classics in Mathematics ◽

10.1007/978-3-642-62025-6_9 ◽

1996 ◽

pp. 291-305

Author(s):

Kiyosi Itô ◽

Henry P. McKean

Keyword(s):

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Time changes and killing

Diffusion Processes and their Sample Paths - Classics in Mathematics ◽

10.1007/978-3-642-62025-6_6 ◽

1996 ◽

pp. 164-211

Author(s):

Kiyosi Itô ◽

Henry P. McKean

Keyword(s):

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Local and inverse local times

Diffusion Processes and their Sample Paths - Classics in Mathematics ◽

10.1007/978-3-642-62025-6_7 ◽

1996 ◽

pp. 212-231

Author(s):

Kiyosi Itô ◽

Henry P. McKean

Keyword(s):

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Prerequisites

Diffusion Processes and their Sample Paths - Classics in Mathematics ◽

10.1007/978-3-642-62025-6_1 ◽

1996 ◽

pp. 1-4

Author(s):

Kiyosi Itô ◽

Henry P. McKean

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