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ArticleDiffusion processes with continuous coefficients, II

Daniel W. Stroock1969

Article1969

Diffusion processes with continuous coefficients, II

Daniel W. Stroock · Srinivasa R. S. Varadhan

114 citations·0/0 files stored·Communications on Pure and Applied Mathematics

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Stochastic processes and financial applications Nonlinear Partial Differential Equations Stochastic processes and statistical mechanics

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References

1960On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures 1951On a Formula Concerning Stochastic Differentials

Cited by

2013Mimicking an Itô process by a solution of a stochastic differential equation 1974Nonlinear variational inequalities and differential games with stopping times 1981Some Examples of Optimal Stochastic Controls OR: The Stochastic Maximum Principle at Work 2002Linear Programming Formulation for Optimal Stopping Problems 1978Processes With Independent Increments on a Lie Group 1974Processus De Diffusion Et Equations Differentielles Stochastiques 1981On the Adjoint Process for Optimal Control of Diffusion Processes 2010Statistical Causality, Extremal Measures and Weak Solutions of Stochastic Differential Equations with Driving Semimartingales

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Year1969

Typearticle

Published1969-07-01

VenueCommunications on Pure and Applied Mathematics

ISSN-L0010-3640

Languageen

Citations114

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1002/cpa.3160220404

openalex_workW4246156563

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