Kyoto journal of mathematics · 1965 · 28 citations · 0 references
EngineeringMathematicsDifferential EquationsProbability TheoryStochastic ProcessesBrownian MotionContinuous-time Stochastic ProcessesDiffusion ProcessesMarkov ProcessesStochastic CalculusStochastic Differential EquationsAsymptotic PropertiesDiffusion EquationDiffusionsMarkov Diffusion ProcessesSmall-sample Properties