Proceedings of the Japan Academy Series A Mathematical Sciences · 1960 · 25 citations · 3 references
EngineeringMathematicsDynamical SystemsProbability TheoryStochastic ProcessesBoundary ConditionsBoundary-value ProblemsDiffusion ProcessesMarkov ProcessesStochastic Differential EquationsBoundary Value Problems For Stochastic Differential EquationsDiffusion EquationDiffusionsMarkov Diffusion Processes
In Part I 3], we have introduced a special class of Markov processes on the boundary with generator LH, >_0. These are used to obtain the diffusion on D determined by
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