Stochastic Waves

DOI10.2307/1999052zbMath0513.60072OpenAlexW4240872148MaRDI QIDQ3658856

Robert J. Vanderbei, E. B. Dynkin

Publication date: 1983

Full work available at URL: https://doi.org/10.2307/1999052

zbMATH Keywords

stochastic waveinfinitesimal operator

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Boundary value problems for second-order elliptic equations (35J25) Diffusion processes (60J60) Transition functions, generators and resolvents (60J35)

Related Items (4)

On the Asymptotic Normality of Adaptive Multilevel Splitting ⋮ Harmonic functions associated with several Markov processes ⋮ Last exit decompositions and regularity at the boundary of transition probabilities ⋮ Toward a stochastic calculus for several Markov processes

Cites Work

• Toward a stochastic calculus for several Markov processes
• Harmonic functions associated with several Markov processes
• Linear and quasilinear elliptic equations
• Some Theorems Concerning 2-Dimensional Brownian Motion
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Stochastic Waves