Diffusion on a plane with reflection. construction of the process
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Tài liệu tham khảo
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N.V. Krylov, ?On quasidiffusion processes? [in Russian], Teor. Veroyat. i ee Primen., Vol. 11, No. 3 (1966), pp. 424?433.
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H. Tanaka, ?Existence of diffusions with continuous coefficients,? Mem. Fac. Sci. Kyushu Univ.,A.18 (1964), pp. 89?103.
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N.V. Krylov, ?Parabolic equations on a plane and semigroups? [in Russian], Diff. Urav. (in press).
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O.A. Ladyzhenskaya and N.N. Ural'tseva, Linear and Quasilinear Equations of Elliptic Type [in Russian], Nauka, Moscow (1964).
A.D. Aleksandrov, ?Majorization of solutions of linear equations? [in Russian], Vestnik Leningr. Unta., Ser. Matem., No. 1, Issue 1 (1966), pp. 5?26.