-
1
-
-
0000044071
-
Stopping time and tightness
-
D. J. Aldous, Stopping time and tightness, Ann. Probab. 6 (1979), 335-340.
-
(1979)
Ann. Probab.
, vol.6
, pp. 335-340
-
-
Aldous, D.J.1
-
2
-
-
0000377165
-
Non-negative solutions of linear parabolic equations
-
D. G. Aronson, Non-negative solutions of linear parabolic equations, Ann. Scuola Norm. Sup. Pisa 22 (1968), 607-693.
-
(1968)
Ann. Scuola Norm. Sup. Pisa
, vol.22
, pp. 607-693
-
-
Aronson, D.G.1
-
4
-
-
0008529505
-
On the convergence of dirichlet processes
-
F. Coquet and L. Słomiński, On the convergence of Dirichlet processes, Bernoulli 5 (1999), 615-639.
-
(1999)
Bernoulli
, vol.5
, pp. 615-639
-
-
Coquet, F.1
Słomiński, L.2
-
5
-
-
24544474476
-
Dirichlet processes
-
Durham
-
H. Föllmer, Dirichlet processes, in: Stochastic Integrals (Durham, 1980), D. Williams (ed.), Lecture Notes in Math. 851, Springer, Berlin, 1981, 476-478.
-
(1980)
Stochastic Integrals
-
-
Föllmer, H.1
-
6
-
-
0003712158
-
-
Springer, Berlin
-
H. Föllmer, Dirichlet processes, in: Stochastic Integrals (Durham, 1980), D. Williams (ed.), Lecture Notes in Math. 851, Springer, Berlin, 1981, 476-478.
-
(1981)
Lecture Notes in Math.
, vol.851
, pp. 476-478
-
-
Williams, D.1
-
7
-
-
84972528658
-
Quadratic covariation and an extension of itô's formula
-
H. Föllmer, P. Protter and A. N. Shiryaev, Quadratic covariation and an extension of Itô's formula, Bernoulli 1 (1995), 149-169.
-
(1995)
Bernoulli
, vol.1
, pp. 149-169
-
-
Föllmer, H.1
Protter, P.2
Shiryaev, A.N.3
-
9
-
-
0040499873
-
On a decomposition of additive functionals in the strict sense for a symmetric markov process
-
Beijing, 1993, Z. Ma, M. Röckner and J. Yan (eds.), de Gruyter, Berlin
-
M. Fukushima, On a decomposition of additive functionals in the strict sense for a symmetric Markov process, in: Dirichlet Forms and Stochastic Processes (Beijing, 1993), Z. Ma, M. Röckner and J. Yan (eds.), de Gruyter, Berlin, 1994, 155-169.
-
(1994)
Dirichlet Forms and Stochastic Processes
, pp. 155-169
-
-
Fukushima, M.1
-
11
-
-
0011770714
-
Reflecting diffusions on lipschitz domains with cusps - Analytic construction and skorokhod representation
-
M. Fukushima and M. Tomisaki, Reflecting diffusions on Lipschitz domains with cusps - analytic construction and Skorokhod representation, Potential Anal. 4 (1995), 377-408.
-
(1995)
Potential Anal.
, vol.4
, pp. 377-408
-
-
Fukushima, M.1
Tomisaki, M.2
-
12
-
-
0040955144
-
Construction and decomposition of reflecting diffusions on lipschitz domains with hölder cusps
-
_, _, Construction and decomposition of reflecting diffusions on Lipschitz domains with Hölder cusps, Probab. Theory Related Fields 106 (1996), 521-557.
-
(1996)
Probab. Theory Related Fields
, vol.106
, pp. 521-557
-
-
-
13
-
-
0002449544
-
The estimates of the solutions of boundary value problems for a second order parabolic equation
-
in Russian
-
A. K. Gushchin, The estimates of the solutions of boundary value problems for a second order parabolic equation, Trudy Mat. Inst. Steklov. 126 (1973), 5-45 (in Russian).
-
(1973)
Trudy Mat. Inst. Steklov.
, vol.126
, pp. 5-45
-
-
Gushchin, A.K.1
-
14
-
-
0000118832
-
Uniform stabilization of solutions of the second mixed problem for a parabolic equation
-
in Russian
-
_, Uniform stabilization of solutions of the second mixed problem for a parabolic equation, Mat. Sb. 119 (1982), 451-508 (in Russian).
-
(1982)
Mat. Sb.
, vol.119
, pp. 451-508
-
-
-
15
-
-
0000603710
-
Time reversal of diffusions
-
U. G. Haussmann and E. Pardoux, Time reversal of diffusions, Ann. Probab. 14 (1986), 1188-1205.
-
(1986)
Ann. Probab.
, vol.14
, pp. 1188-1205
-
-
Haussmann, U.G.1
Pardoux, E.2
-
19
-
-
0003223550
-
Linear and quasi-linear equations of parabolic type
-
Amer. Math. Soc., Providence, RI
-
O. A. Ladyženskaja, V. A. Solonnikov and N. N. Ural'ceva, Linear and Quasi-Linear Equations of Parabolic Type, Transl. Math. Monogr. 23, Amer. Math. Soc., Providence, RI, 1968.
-
(1968)
Transl. Math. Monogr.
, vol.23
-
-
Ladyženskaja, O.A.1
Solonnikov, V.A.2
Ural'ceva, N.N.3
-
20
-
-
84990576543
-
Stochastic differential equations with reflecting boundary conditions
-
P.-L. Lions and A.-S. Sznitman, Stochastic differential equations with reflecting boundary conditions, Comm. Pure Appl. Math. 37 (1984), 511-537.
-
(1984)
Comm. Pure Appl. Math.
, vol.37
, pp. 511-537
-
-
Lions, P.-L.1
Sznitman, A.-S.2
-
21
-
-
0000362483
-
Decomposition of dirichlet processes and its application
-
T. J. Lyons and T. S. Zhang, Decomposition of Dirichlet processes and its application, Ann. Probab. 22 (1994), 494-524.
-
(1994)
Ann. Probab.
, vol.22
, pp. 494-524
-
-
Lyons, T.J.1
Zhang, T.S.2
-
22
-
-
0001220564
-
A crossing estimate for the canonical process on a dirichlet space and a tightness result
-
T. J. Lyons and W. A. Zheng, A crossing estimate for the canonical process on a Dirichlet space and a tightness result, Astérisque 157-158 (1988), 249-271.
-
(1988)
Astérisque
, vol.157-158
, pp. 249-271
-
-
Lyons, T.J.1
Zheng, W.A.2
-
23
-
-
84974055153
-
On conditional diffusion processes
-
_, _, On conditional diffusion processes, Proc. Roy. Soc. Edinburgh Sect. A 115 (1990), 243-255.
-
(1990)
Proc. Roy. Soc. Edinburgh Sect. A
, vol.115
, pp. 243-255
-
-
-
24
-
-
0001001554
-
Integration by parts and time reversal for diffusion processes
-
A. Millet, D. Nualart and M. Sanz, Integration by parts and time reversal for diffusion processes, Ann. Probab. 17 (1989) 208-238.
-
(1989)
Ann. Probab.
, vol.17
, pp. 208-238
-
-
Millet, A.1
Nualart, D.2
Sanz, M.3
-
25
-
-
0037758071
-
Weak convergence of diffusions corresponding to divergence form operators
-
A. Rozkosz, Weak convergence of diffusions corresponding to divergence form operators, Stochastics Stochastics Rep. 57 (1996), 129-157.
-
(1996)
Stochastics Stochastics Rep.
, vol.57
, pp. 129-157
-
-
Rozkosz, A.1
-
26
-
-
0030268289
-
Stochastic representation of diffusions corresponding to divergence form operators
-
_, Stochastic representation of diffusions corresponding to divergence form operators, Stochastic Process. Appl. 63 (1996), 11-33.
-
(1996)
Stochastic Process. Appl.
, vol.63
, pp. 11-33
-
-
-
27
-
-
0040959087
-
On dirichlet processes associated with second order divergence form operators
-
to appear
-
_, On Dirichlet processes associated with second order divergence form operators, Potential Anal. (2000), to appear.
-
(2000)
Potential Anal.
-
-
-
28
-
-
0001512971
-
On existence and stability of weak solutions of multidimensional stochastic differential equations with measurable coefficients
-
A. Rozkosz and L. Słomiński, On existence and stability of weak solutions of multidimensional stochastic differential equations with measurable coefficients, Stochastic Process. Appl. 37 (1991), 187-197.
-
(1991)
Stochastic Process. Appl.
, vol.37
, pp. 187-197
-
-
Rozkosz, A.1
Słomiński, L.2
-
29
-
-
0040959088
-
Extended convergence of dirichlet processes
-
_, _, Extended convergence of Dirichlet processes, Stochastics Stochastics Rep. 65 (1998), 79-109.
-
(1998)
Stochastics Stochastics Rep.
, vol.65
, pp. 79-109
-
-
-
30
-
-
4243749908
-
Necessary and sufficient conditions for extended convergence of semimartingales
-
L. Słomiński, Necessary and sufficient conditions for extended convergence of semimartingales, Probab. Math. Statist. 7 (1986), 77-93.
-
(1986)
Probab. Math. Statist.
, vol.7
, pp. 77-93
-
-
Słomiński, L.1
-
31
-
-
84980153169
-
Diffusion processes with boundary conditions
-
D. W. Stroock and S. R. S. Varadhan, Diffusion processes with boundary conditions, Comm. Pure Appl. Math. 24 (1971), 147-225.
-
(1971)
Comm. Pure Appl. Math.
, vol.24
, pp. 147-225
-
-
Stroock, D.W.1
Varadhan, S.R.S.2
|