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Diffusion processes in a small time interval

✍ Scribed by S. R. S. Varadhan

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Small time asymptotics of diffusion proc

✍ A. F. M. ter Elst; Derek W. Robinson; Adam Sikora 📂 Article 📅 2006 🏛 Springer 🌐 English ⚖ 258 KB

A note on the measurement of small time

✍ Philip P. Quayle 📂 Article 📅 1927 🏛 Elsevier Science 🌐 English ⚖ 554 KB

Time-interval process model discovery an

✍ Chieh-Yuan Tsai; Henyi Jen; Yi-Ching Chen 📂 Article 📅 2010 🏛 Springer US 🌐 English ⚖ 1003 KB

High level sojourns of a diffusion proce

✍ Simeon M. Berman 📂 Article 📅 1983 🏛 Springer 🌐 English ⚖ 622 KB

Stochastic processes in a finite space i

✍ B. Grigelionis 📂 Article 📅 1977 🏛 Springer 🌐 English ⚖ 596 KB

Large time and small noise asymptotic re

✍ Jeffrey Callen; Suresh Govindaraj; Lin Xu 📂 Article 📅 2000 🏛 Springer 🌐 English ⚖ 137 KB