Abstract
One of the problems that John Thomas and I first tackled concerned the transition density of Markov processes. Through the Fokker-Planck equation we were able to show that the polynomial expansions first noted by Barrett and Lampard [1] could be interpreted in terms of the Sturm-Liouville problem to which the Fokker-Planck equation gives rise. My interest in Markov processess, kindled then, has never waned.
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References
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© 1986 Springer-Verlag New York Inc.
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Wong, E. (1986). In Search of Multiparameter Markov Processes. In: Blake, I.F., Poor, H.V. (eds) Communications and Networks. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-4904-7_10
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