Institute of Mathematical Statistics Lecture Notes - Monograph Series

Chapter 8. Diffusion processes

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Source
Gopinath Kallianpur and Jie Xiong, Stochastic differential equations in infinite-dimensional spaces: An extended version of the lectures delivered by Gopinath Kallianpur as part of the 1993 Barrett Lectures at the University of Tennessee, Knoxville, TN. (Hayward, CA: Institute of Mathematical Statistics, 1995), 239-278

Dates
First available: 7 July 2008

Permanent link to this document
http://projecteuclid.org/euclid.lnms/1215451876

Digital Object Identifier
doi:10.1214/lnms/1215451876

Citation

Kallianpur, Gopinath; Xiong, Jie. Chapter 8. Diffusion processes. Stochastic differential equations in infinite-dimensional spaces, 239--278, Institute of Mathematical Statistics, Hayward, CA, 1995. doi:10.1214/lnms/1215451876. http://projecteuclid.org/euclid.lnms/1215451876.


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