Martingales and One-Dimensional Diffusion

DOI10.2307/1992954zbMath0068.11301OpenAlexW4238667307MaRDI QIDQ3229712

Joseph L. Doob

Publication date: 1955

Full work available at URL: https://doi.org/10.2307/1992954

zbMATH Keywords

Probability theory

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Cites Work

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• On stochastic differential equations
• Diffusion Processes in One Dimension
• Semimartingales and Subharmonic Functions