Construction of diffusions

Kiyosi Ito

Annales scientifiques de l'Université de Clermont. Mathématiques (1962)

  • Volume: 8, Issue: 2, page 23-32
  • ISSN: 0249-7042

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Ito, Kiyosi. "Construction of diffusions." Annales scientifiques de l'Université de Clermont. Mathématiques 8.2 (1962): 23-32. <http://eudml.org/doc/80367>.

@article{Ito1962,
author = {Ito, Kiyosi},
journal = {Annales scientifiques de l'Université de Clermont. Mathématiques},
language = {eng},
number = {2},
pages = {23-32},
publisher = {UER de Sciences exactes et naturelles de l'Université de Clermont},
title = {Construction of diffusions},
url = {http://eudml.org/doc/80367},
volume = {8},
year = {1962},
}

TY - JOUR
AU - Ito, Kiyosi
TI - Construction of diffusions
JO - Annales scientifiques de l'Université de Clermont. Mathématiques
PY - 1962
PB - UER de Sciences exactes et naturelles de l'Université de Clermont
VL - 8
IS - 2
SP - 23
EP - 32
LA - eng
UR - http://eudml.org/doc/80367
ER -

References

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  1. [1] Kolmogorov, A.N. - Uber die analytischen Methoden in der Wahrsheinlichkeitsrechnung. Math. Ann.104, 415-458 (1931). Zbl0001.14902MR1512678
  2. [2] Feller, W. - On second order differential operators. Ann. Math.3190-105 (1955). Zbl0064.11301MR68082
  3. [3] Ito, K. - Stochastic differential equations. Mem. Amer. Math. Soc.4 (1951). Zbl0054.05803MR40618
  4. [4] Ito, K. and McKean, H.P.Jr - Diffusion. 
  5. [5] Trotter, H. - A property of Brownian motion paths. I11. Jour. Math.2, 425-433 (1958). Zbl0117.35502MR96311
  6. [6] Volkonski, V.A. - Random substitution of time in strong Markov processes. Th. Prob. Appl.3332-350 (1958). Zbl0102.14004MR100919
  7. [7] McKean, H.P. Jr. and Tanaka, H. - Additive functionals of Brownian path. Mem. Univ. Kyoto, A. Math.33, 479-506 (1961). Zbl0100.34201MR131295
  8. [8] Blumenthal, R.M., Getoor, R.K. and McKean, H.P., Jr. - Markov processes with identical hitting distributions. Zbl0108.30801
  9. [9] McKean, H.P., Jr. - Elementary solutions for certain parabolic differential equations.Trans. Amer. Math. Soc.82, 519-548 (1956). Zbl0070.32003MR87012
  10. [10] Knight, F. - On the random walk and Brownian motion, to appear in Trans. Amer. Math. Soc. Zbl0279.60057MR139211
  11. [11] Bochner, S. - Harmonic analysis and the theory of probability, Berkeley, Univ. Cal. Press, 1955. Zbl0068.11702MR72370

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