Concepedia
Journal of the Royal Statistical Society Series A (General) · 1976 · 2.4K citations · 0 references
EngineeringMathematicsDifferential EquationsStochastic ModelingStochastic ProcessesBrownian MotionDiffusion ProcessesMarkov ChainsMarkov ProcessesStochastic CalculusStochastic Differential EquationsDiffusionsStochastic Differential SystemsTime-dependent Diffusion