Multidimensional Diffusion Processes
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Published By Springer Berlin Heidelberg

9783662222010, 9783540289999
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Uniqueness

1997 ◽  
pp. 171-194
Author(s):  
Daniel W. Stroock ◽  
S. R. Srinivasa Varadhan

Markov Processes, Regularity of Their Sample Paths, and the Wiener Measure

1997 ◽  
pp. 46-64
Author(s):  
Daniel W. Stroock ◽  
S. R. Srinivasa Varadhan
Keyword(s):  
Markov Processes ◽  
Wiener Measure ◽  
Sample Paths

Preliminary Material: Extension Theorems, Martingales, and Compactness

1997 ◽  
pp. 7-45 ◽  
Author(s):  
Daniel W. Stroock ◽  
S. R. Srinivasa Varadhan
Keyword(s):  
Extension Theorems

Some Estimates on the Transition Probability Functions

1997 ◽  
pp. 208-247
Author(s):  
Daniel W. Stroock ◽  
S. R. Srinivasa Varadhan
Keyword(s):  
Transition Probability ◽  
Probability Functions

Stochastic Differential Equations

1997 ◽  
pp. 122-135
Author(s):  
Daniel W. Stroock ◽  
S. R. Srinivasa Varadhan
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations

The Martingale Formulation

1997 ◽  
pp. 136-170
Author(s):  
Daniel W. Stroock ◽  
S. R. Srinivasa Varadhan

The Stochastic Calculus of Diffusion Theory

1997 ◽  
pp. 82-121
Author(s):  
Daniel W. Stroock ◽  
S. R. Srinivasa Varadhan
Keyword(s):  
Diffusion Theory ◽  
Stochastic Calculus

Limit Theorems

1997 ◽  
pp. 261-284
Author(s):  
Daniel W. Stroock ◽  
S. R. Srinivasa Varadhan
Keyword(s):  
Limit Theorems

Introduction

1997 ◽  
pp. 1-6 ◽  
Author(s):  
Daniel W. Stroock ◽  
S. R. Srinivasa Varadhan
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