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https://projecteuclid.org/euclid.bsmsp/1200514345
Jan 16, 2008 · On time-inhomogeneous controlled diffusion processes in domains Dong, Hongjie and Krylov, N. V., The Annals of Probability, 2007; On approximate continuity and the support of reflected stochastic differential equations Ren, Jiagang and Wu, Jing, The Annals of Probability, 2016
https://projecteuclid.org/euclid.bsmsp/1200514346
Jan 16, 2008 · Central Limit Theorem for an Infinite Lattice System of Interacting Diffusion Processes Deuschel, Jean-Dominique, The Annals of Probability, 1988; Global solutions of a strongly coupled reaction-diffusion system with different diffusion coefficients Somathilake, L. W. and Peiris, J. M. J. J., Journal of Applied Mathematics, 2005
https://link.springer.com/article/10.1007/BF01288562
Mar 01, 1990 · This result is the analogue for stochastic partial differential equations of the celebrated Stroock-Varadhan theorem for diffusion processes. The support of the law of the filter is shown to be the closure of the set of trajectories obtained from the Zakai equation by replacing the Stratonovitch differentialdy by anH 1-control (herey denotes ...Cited by: 10
https://www.springer.com/us/book/9783662222010
From the reviews: "… Both the Markov-process approach and the Itô approach … have been immensely successful in diffusion theory. The Stroock-Varadhan book, developed from the historic 1969 papers by its authors, presents the martingale-problem approach as a more powerful - and, in certain regards, more intrinsic-means of studying the foundations of the subject.Price: $69.99
https://en.wikipedia.org/wiki/S._R._Srinivasa_Varadhan
Varadhan is currently a professor at the Courant Institute. He is known for his work with Daniel W Stroock on diffusion processes, and for his work on large deviations with Monroe D Donsker. Varadhan is married to Vasundra Varadhan who is also an academic (in media …Doctoral advisor: C R Rao
https://en.wikipedia.org/wiki/Daniel_W._Stroock
He is known for his work with S. R. S. Varadhan on diffusion processes, for which he received the Leroy P. Steele Prize for Seminal Contribution to Research in 1996. Stroock is a member of the U.S. National Academy of Sciences., In 2012 he became a fellow of the American Mathematical Society. QuotesDoctoral advisor: Mark Kac
https://books.google.com/books/about/Multidimensional_Diffusion_Processes.html?id=DuDsmoyqCy4C
"This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional diffusions. This approach was initiated by Stroock and Varadhan in their famous papers. (...) The proofs and techniques are presented in such a way that an adaptation in other contexts can be easily done.5/5(2)
https://www.amazon.com/Multidimensional-Diffusion-Processes-Classics-Mathematics/dp/3662222019
From the reviews: "… Both the Markov-process approach and the Itô approach … have been immensely successful in diffusion theory. The Stroock-Varadhan book, developed from the historic 1969 papers by its authors, presents the martingale-problem approach as a more powerful - and, in certain regards, more intrinsic-means of studying the foundations of the subject.Cited by: 2613
https://www.amazon.com/Multidimensional-Diffusion-Grundlehren-mathematischen-Wissenschaften/dp/3540903534
Nov 04, 2005 · "This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional diffusions. This approach was initiated by Stroock and Varadhan in their famous papers. (...) The proofs and techniques are presented in such a way that an adaptation in other contexts can be easily done.Author: Daniel W. Stroock, S.R. S. Varadhan
https://www.sciencedirect.com/science/article/pii/089812219090082U
On the approximation of stochastic differential equation and on stroock-varadhan's support theorem. Author links open overlay panel I. Gyöngy T ... Unlverst6 de Provence Centre Saint-Charles (1987). 10. D. W. Stroock and S. R. S. Varadhan, On the Support of Diffusion Processes with Applications to Strong Maximum Principle, Proc. Sixth Berkeley ...Cited by: 25
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