Institute of Mathematical Statistics Lecture Notes - Monograph Series

Chapter 8. Diffusion processes

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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

First available in Project Euclid: 7 July 2008

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Copyright © 1995, Institute of Mathematical Statistics


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.

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