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On the global limit behaviour of Markov chains and of general nonsingular Markov processes

โœ Scribed by Ulrich Krengel


Publisher
Springer
Year
1966
Tongue
English
Weight
794 KB
Volume
6
Category
Article
ISSN
1432-2064

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On the functional integral representatio
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