Properties of diffusion processes determined by a general lateral condition

Petr Mandl

Časopis pro pěstování matematiky (1962)

  • Volume: 087, Issue: 1, page 31-51
  • ISSN: 0528-2195

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Mandl, Petr. "Vlastnosti difusních procesů určených obecnou laterální podmínkou." Časopis pro pěstování matematiky 087.1 (1962): 31-51. <http://eudml.org/doc/20778>.

@article{Mandl1962,
author = {Mandl, Petr},
journal = {Časopis pro pěstování matematiky},
keywords = {diffusion processes},
language = {cze},
number = {1},
pages = {31-51},
publisher = {Mathematical Institute of the Czechoslovak Academy of Sciences},
title = {Vlastnosti difusních procesů určených obecnou laterální podmínkou},
url = {http://eudml.org/doc/20778},
volume = {087},
year = {1962},
}

TY - JOUR
AU - Mandl, Petr
TI - Vlastnosti difusních procesů určených obecnou laterální podmínkou
JO - Časopis pro pěstování matematiky
PY - 1962
PB - Mathematical Institute of the Czechoslovak Academy of Sciences
VL - 087
IS - 1
SP - 31
EP - 51
LA - cze
KW - diffusion processes
UR - http://eudml.org/doc/20778
ER -

References

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  1. Feller W., The parabolic differential equation and the associated semi-groups of transformations, Annals of Mathematics 55 (1952), 468-519. (1952) MR0047886
  2. Hille E., The abstract Cauchy problem and Cauchy's problem for parabolic differential equations, Journal d’Analyse Mathematique 3 (1953-54), 81-196. (1953) MR0062934
  3. Mandl P., Les propriétés limites des répartitions de probabilité des processus de Markov bornés, Transactions of the second Prague conference on information theory. Prague 1960, 329-348. (1960) Zbl0099.12004MR0125630
  4. W. L. Smith, Asymptotic Renewal Theorems, Proc. of the Royal. Soc. of Edinburgh 64 (1953), 9-48. (1953) MR0060755
  5. W. L. Smith, Regenerative stochastic processes, Proc. of the Royal Soc. of London 232 (1955), 6-31. (1955) Zbl0067.36301MR0073877
  6. А. Д. Вентцель, Полугруппы операторов, соответствующие обобщенному дифференциальному оператору второго порядка, Доклады А. Н. СССР 111 (1956), 269-272. (1956) Zbl0995.90522MR0092085

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