Some boundedness properties of certain stationary diffusion semigroups

MULTI-DIMENSIONAL DIFFUSION PROCESSES

J. F. C. Kingmán · Bulletin of the London Mathematical Society · 1980 · 1.3K citations

Engineering, Business Economics, Stochastic Processes +10

Asymptotic evaluation of certain markov process expectations for large time, II

M. D. Donsker, S. R. S. Varadhan · Communications on Pure and Applied Mathematics · 1975 · 1.1K citations

Engineering, Mathematics, Probability Theory +12

Asymptotic evaluation of certain markov process expectations for large time, I

M. D. Donsker, S. R. S. Varadhan · Communications on Pure and Applied Mathematics · 1975 · 613 citations

Natural Sciences, Mathematics, Probability Theory +8

Ultracontractivity and the heat kernel for Schrödinger operators and Dirichlet Laplacians

E. B. Davies, Barry Simon · Journal of Functional Analysis · 1984 · 436 citations

Natural Sciences, Physics, Condensed Matter Physics +15

Applications of the Malliavin calculus. II

Seiichiro Kusuoka, D. W. Stroock · Institutional Repositories DataBase (IRDB) · 1985 · 389 citations · Full text

Natural Sciences, Mathematics, Applied Mathematics +10