Abstract
We adopt here the general approach to linear diffusions as presented in the book by K. Itô and H.P. McKean which appeared in 1965. References are made to the second printing from 1974.
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© 1996 Birkhäuser Verlag Basel
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Borodin, A.N., Salminen, P. (1996). Linear Diffusions. In: Handbook of Brownian Motion — Facts and Formulae. Probability and Its Applications. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-7652-0_2
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DOI: https://doi.org/10.1007/978-3-0348-7652-0_2
Publisher Name: Birkhäuser, Basel
Print ISBN: 978-3-0348-7654-4
Online ISBN: 978-3-0348-7652-0
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