Stochastic representation of diffusions corresponding to divergence form operators

Stochastic Processes and their Applications

Volumn 63, Issue 1, 1996, Pages 11-33

  Rozkosz, Andrzej ^a  

^a NICOLAUS COPERNICUS UNIVERSITY   (Poland)

Author keywords

Diffusion process; Dirichlet process; Divergence form operator; Stratonovich integral

Indexed keywords

EID: 0030268289     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4149(96)00059-2     Document Type: Article

References (21)

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