DIFFERENTIABILITY PRESERVING PROPERTIES OF MARKOV SEMIGROUPS ASSOCIATED WITH ONE-DIMENSIONAL DIFFUSIONS

被引：8

作者：

ETHIER, SN

机构：

来源：

ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE | 1978年 / 45卷 / 03期

关键词：

D O I：

10.1007/BF00535304

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：225 / 238

页数：14

共 16 条

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[2] DEGENERATE ELLIPTIC-PARABOLIC EQUATION OCCURRING IN THEORY OF PROBABILITY [J].

BREZIS, H ;

ROSENKRA.W ;

SINGER, B .

COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 1971, 24 (03) :395-&

[3] DIFFERENTIABILITY PRESERVING PROPERTIES OF A CLASS OF SEMIGROUPS [J].

DOREA, CCY .

ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1976, 36 (01) :13-26

[4] ERROR ESTIMATE FOR DIFFUSION APPROXIMATION OF WRIGHT-FISHER MODEL [J].

ETHIER, SN ;

NORMAN, MF .

PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA, 1977, 74 (11) :5096-5098

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KHINTCHINE A, 1948, ASYMPTOTISCHE GESETZ

[6]

MANDL P, 1968, ANAL TREATMENT ONE D

[7]

Norman M. F., 1972, MATH SCIENCEAND ENG, V84

[8] DIFFUSION APPROXIMATION OF NON-MARKOVIAN PROCESSES [J].

NORMAN, MF .

ANNALS OF PROBABILITY, 1975, 3 (02) :358-364

[9]

NORMAN MF, 1971, J MATH PSYCHOL, V8, P1

[10]

OLEINIK OA, 1973, 2ND ORDER EQUATIONS

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