Boundary processes : the calculus of processes diffusing on the boundary

Carl Graham

Annales de l'I.H.P. Probabilités et statistiques (1985)

  • Volume: 21, Issue: 1, page 73-102
  • ISSN: 0246-0203

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Graham, Carl. "Boundary processes : the calculus of processes diffusing on the boundary." Annales de l'I.H.P. Probabilités et statistiques 21.1 (1985): 73-102. <http://eudml.org/doc/77250>.

@article{Graham1985,
author = {Graham, Carl},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {regularity of the transition probabilities of the boundary process; reflecting diffusion process; Malliavin calculus},
language = {eng},
number = {1},
pages = {73-102},
publisher = {Gauthier-Villars},
title = {Boundary processes : the calculus of processes diffusing on the boundary},
url = {http://eudml.org/doc/77250},
volume = {21},
year = {1985},
}

TY - JOUR
AU - Graham, Carl
TI - Boundary processes : the calculus of processes diffusing on the boundary
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1985
PB - Gauthier-Villars
VL - 21
IS - 1
SP - 73
EP - 102
LA - eng
KW - regularity of the transition probabilities of the boundary process; reflecting diffusion process; Malliavin calculus
UR - http://eudml.org/doc/77250
ER -

References

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  1. [1] J.M. Bismut, The calculus of boundary processes. To appear in Les annales de l'École Normale Supérieure. Zbl0561.60081MR776287
  2. [2] J.M. Bismut, Mécanique aléatoire. Lecture Notes in Math., n° 866, Berlin, Springer1981. Zbl0457.60002MR629977
  3. [3] J.M. Bismut, On the set of zeros of certain semi-martingales. To appear. Zbl0543.60047
  4. [4] J.M. Bismut, Jump processes and boundary processes. To appear in The proceedings of the Kyoto Conference in Probability, 1982. Zbl0566.60057MR780753
  5. [5] N. Ikeda, S. Watanabe, Stochastic differential equations and diffusion processes. Amsterdam, North-Holland, 1981. Zbl0495.60005MR637061
  6. [6] D. Isaacson, Stochastic integrals and derivatives. Annals ofMath. Stat., t. 40, 1969, p. 1610-1616. Zbl0181.43504MR251811
  7. [7] K. Itô, H.P. Mc Kean Jr., Diffusion processes and their sample paths. Grundlehren Math. Wissenschaften. Band 125, Berlin, Springer, 1974. Zbl0285.60063MR345224
  8. [8] S. Kusuoka, D. Stroock, To appear. 
  9. [9] D. Stroock, S.R.S. Varadhan, Multidimensional diffusion processes. Grundelehren Math. Wissenschaften. Band 233, Berlin, Springer, 1979. Zbl0426.60069MR532498
  10. [10] D. Stroock, Some applications of stochastic calculus to P. D. E. École d'été de Saint-Flour XI, 1981. Springer-Verlag LN976 Zbl0494.60060
  11. [11] C. Graham, On the null-set of certain two-sided processes. To appear. 

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