Results in Mathematics · 2002 · 12 citations · 7 references
EngineeringFinanceMathematicsDifferential EquationsFinancial EconomicsStochastic ProcessesContinuous-time Stochastic ProcessesDiffusion ProcessesMarkov ProcessesOperator TheoryStochastic CalculusStochastic Differential EquationsBlack-scholes ModelBoundary Value Problems For Stochastic Differential EquationsInitial Boundary ConditionsInitial-boundary Value ProblemsOperator SemigroupsOperatorsSecond-order Differential EquationsSemigroup Theory
7
Multi-dimensional diffusion and the Markov process on the boundary
Ken‐iti Sato, Tadashi UENO · Kyoto journal of mathematics · 1965 · 160 citations · Full text
Engineering, Mathematics, Physics +10