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Multidimensional Diffusion Processes
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TOTAL DOCUMENTS
13
(FIVE YEARS 0)
H-INDEX
1
(FIVE YEARS 0)
Published By Springer Berlin Heidelberg
9783662222010, 9783540289999
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Uniqueness
Multidimensional Diffusion Processes
◽
10.1007/3-540-28999-2_8
◽
1997
◽
pp. 171-194
Author(s):
Daniel W. Stroock
◽
S. R. Srinivasa Varadhan
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Markov Processes, Regularity of Their Sample Paths, and the Wiener Measure
Multidimensional Diffusion Processes
◽
10.1007/3-540-28999-2_3
◽
1997
◽
pp. 46-64
Author(s):
Daniel W. Stroock
◽
S. R. Srinivasa Varadhan
Keyword(s):
Markov Processes
◽
Wiener Measure
◽
Sample Paths
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Preliminary Material: Extension Theorems, Martingales, and Compactness
Multidimensional Diffusion Processes
◽
10.1007/3-540-28999-2_2
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1997
◽
pp. 7-45
◽
Cited By ~ 1
Author(s):
Daniel W. Stroock
◽
S. R. Srinivasa Varadhan
Keyword(s):
Extension Theorems
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Some Estimates on the Transition Probability Functions
Multidimensional Diffusion Processes
◽
10.1007/3-540-28999-2_10
◽
1997
◽
pp. 208-247
Author(s):
Daniel W. Stroock
◽
S. R. Srinivasa Varadhan
Keyword(s):
Transition Probability
◽
Probability Functions
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The Martingale Formulation
Multidimensional Diffusion Processes
◽
10.1007/3-540-28999-2_7
◽
1997
◽
pp. 136-170
Author(s):
Daniel W. Stroock
◽
S. R. Srinivasa Varadhan
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The Stochastic Calculus of Diffusion Theory
Multidimensional Diffusion Processes
◽
10.1007/3-540-28999-2_5
◽
1997
◽
pp. 82-121
Author(s):
Daniel W. Stroock
◽
S. R. Srinivasa Varadhan
Keyword(s):
Diffusion Theory
◽
Stochastic Calculus
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Parabolic Partial Differential Equations
Multidimensional Diffusion Processes
◽
10.1007/3-540-28999-2_4
◽
1997
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pp. 65-81
Author(s):
Daniel W. Stroock
◽
S. R. Srinivasa Varadhan
Keyword(s):
Partial Differential Equations
◽
Differential Equations
◽
Parabolic Partial Differential Equations
◽
Partial Differential
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Limit Theorems
Multidimensional Diffusion Processes
◽
10.1007/3-540-28999-2_12
◽
1997
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pp. 261-284
Author(s):
Daniel W. Stroock
◽
S. R. Srinivasa Varadhan
Keyword(s):
Limit Theorems
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Introduction
Multidimensional Diffusion Processes
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10.1007/3-540-28999-2_1
◽
1997
◽
pp. 1-6
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Cited By ~ 1
Author(s):
Daniel W. Stroock
◽
S. R. Srinivasa Varadhan
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Stochastic Differential Equations
Multidimensional Diffusion Processes
◽
10.1007/3-540-28999-2_6
◽
1997
◽
pp. 122-135
Author(s):
Daniel W. Stroock
◽
S. R. Srinivasa Varadhan
Keyword(s):
Differential Equations
◽
Stochastic Differential Equations
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