DIFFUSION PROCESSES IN A SMALL TIME INTERVAL

被引:166
作者
VARADHAN, SR
机构
关键词
D O I
10.1002/cpa.3160200404
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
引用
收藏
页码:659 / &
相关论文
共 8 条
[1]  
CIESIELSKI Z, 1966, B ACAD POLON SCI SM, V15, P435
[2]  
DONSKER MD, TO BE PUBLISHED
[3]  
Dynkin E., 1965, MARKOV PROCESSES, VI
[4]  
Dynkin E. B., 1965, MARKOV PROCESSES, VII
[5]  
SCHILDER M, TO BE PUBLISHED
[6]  
SKOROKHOD AV, 1960, THEOR PROBAB APPL, V5, P40
[7]  
VARADHAN SR, 1967, COMMUN PUR APPL MATH, V20, P431
[8]   ASYMPTOTIC PROBABILITIES AND DIFFERENTIAL EQUATIONS [J].
VARADHAN, SR .
COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 1966, 19 (03) :261-&