✦ LIBER ✦

Markov processes with discontinuous drift and diffusion coefficients

✍ Scribed by Tai, M. L.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Diffusion Processes with Unbounded Drift

✍ Portenko, N. I. 📂 Article 📅 1975 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 763 KB

Action Functional for a Diffusion Proces

✍ Korostelev, A. P.; Leonov, S. L. 📂 Article 📅 1993 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 835 KB

Weak Convergence of a Sequence of Semima

✍ Yi-Ju Chao 📂 Article 📅 2002 🏛 Springer US 🌐 English ⚖ 237 KB

On diffusion approximation with disconti

✍ N.V. Krylov; R. Liptser 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 312 KB

Semi-Markov Processes of Multiplication

✍ Lev, G. Sh 📂 Article 📅 1972 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 492 KB

On Convergence of Semi-Markov Multiplica

✍ Lev, G. Sh. 📂 Article 📅 1973 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 414 KB