scientific article

zbMath0546.60079MaRDI QIDQ3336467

Robert Azencott

Publication date: 1984

Full work available at URL: http://www.numdam.org/item?id=SPS_1984__18__402_0

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

parabolic equationsGirsanov formulaasymptotic behaviour of the transition density

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Transition functions, generators and resolvents (60J35)

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