Concepedia
Communications on Pure and Applied Mathematics · 1967 · 265 citations · 3 references
Diffusion ProcessTransport PhenomenaDiffusion-based ModelingAnomalous DiffusionSmall Time Interval
3
Asymptotic probabilities and differential equations
S. R. S. Varadhan · Communications on Pure and Applied Mathematics · 1966 · 454 citations
Asymptotic Formula, Asymptotic Probabilities, Probability Theory +1
On the behavior of the fundamental solution of the heat equation with variable coefficients
S. R. S. Varadhan · Communications on Pure and Applied Mathematics · 1967 · 356 citations
Method Of Fundamental Solution, Variable Coefficients, Engineering +8
On the Differentiability of Measures Corresponding to Random Processes. II. Markov Processes
A. V. Skorokhod · Theory of Probability and Its Applications · 1960 · 12 citations
Engineering, Entropy, Measures Corresponding +11