Diffusion on a plane with reflection. construction of the process

Springer Science and Business Media LLC - Tập 10 Số 2 - Trang 244-252 - 1969
Н. В. Крылов

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Tài liệu tham khảo

E.B. Dynkin, Markov Processes [in Russian], Fizmatgiz, Moscow (1963).

M.I. Freidlin, ?Diffusion processes with reflection and the problem with an oblique derivative on a manifold with an edge? [in Russian], Teor. Veroyat. i ee Primen., Vol. 8, No. 1 (1963), pp. 80?88.

P. Courrege and P. Priouret, ?Recallements de processus de Markov,? Publications de l'institut de statistique de l'universite de Paris,14, 3 (1965).

N.V. Krylov, ?On quasidiffusion processes? [in Russian], Teor. Veroyat. i ee Primen., Vol. 11, No. 3 (1966), pp. 424?433.

N.V. Krylov, ?On the first boundary value problem for second order elliptic equations? [in Russian], Diff. Urav.,3, No. 2 (1967), pp. 315?326.

H. Tanaka, ?Existence of diffusions with continuous coefficients,? Mem. Fac. Sci. Kyushu Univ.,A.18 (1964), pp. 89?103.

S.L. Sobolev, Some Applications of Functional Analysis in Mathematical Physics [in Russian], Izd-vo Leningr. Un-ta., Leningrad (1950).

N.V. Krylov, ?Parabolic equations on a plane and semigroups? [in Russian], Diff. Urav. (in press).

N.V. Krylov, ?On stochastic integral equations of K. Ito? [in Russian], Teor. Veroyat. i ec Primen., (in Press).

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.