Diffusion processes with continuous coefficients, I

Daniel W. Stroock, Srinivasa Varadhan

Research output: Contribution to journalArticle

Original languageEnglish (US)
Pages (from-to)345-400
Number of pages56
JournalCommunications on Pure and Applied Mathematics
Volume22
Issue number3
DOIs
StatePublished - 1969

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Diffusion Process
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  • Applied Mathematics

Cite this

Diffusion processes with continuous coefficients, I. / Stroock, Daniel W.; Varadhan, Srinivasa.

In: Communications on Pure and Applied Mathematics, Vol. 22, No. 3, 1969, p. 345-400.

Research output: Contribution to journalArticle

Stroock, Daniel W. ; Varadhan, Srinivasa. / Diffusion processes with continuous coefficients, I. In: Communications on Pure and Applied Mathematics. 1969 ; Vol. 22, No. 3. pp. 345-400.
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