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A note on limit distributions of integral functions of on an ergodic Markov process

โœ Scribed by D. Alimov


Book ID
112479344
Publisher
Springer
Year
1991
Tongue
English
Weight
186 KB
Volume
43
Category
Article
ISSN
0041-5995

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โœ H. Dekker ๐Ÿ“‚ Article ๐Ÿ“… 1978 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 644 KB

The unambiguous continuous functional integral representation of general diffusion processes will be derived by means of a transformation invariant Fourier series analysis of the alternate paths between specified endpoints. Previous results from Stratonovich, Horsthemke and Bach, and Graham will be