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Exterior dirichlet problems and the asymptotic behavior of diffusions

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Stochastic Differential Systems Filtering and Control

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 25))

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References

  1. Blackwell, D. On transient Markov chains with a countable number of states and stationary transition probabilities, Ann. Math. Stat. 26 (1955), 654–658.

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  2. Dynkin, E.B. Markov Processes, Springer-Verlag, Berlin, 1965.

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  3. Feller, W. Boundaries induced by non-negative matrices. Trans. Amer. Math. Soc. 83, (1956), 19–54.

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  4. Freidlin, M.I. The exterior Dirichlet problem in the class of bounded functions, Theory of Probability and Appl. 11 (1966), 407–414.

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Authors and Affiliations

  1. University of Minnesota, USA

    Michael Cranston, Steven Orey & Uwe Rösler

Authors
  1. Michael Cranston
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  2. Steven Orey
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  3. Uwe Rösler
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Bronius Grigelionis

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© 1980 Springer-Verlag

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Cranston, M., Orey, S., Rösler, U. (1980). Exterior dirichlet problems and the asymptotic behavior of diffusions. In: Grigelionis, B. (eds) Stochastic Differential Systems Filtering and Control. Lecture Notes in Control and Information Sciences, vol 25. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0004011

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  • DOI: https://doi.org/10.1007/BFb0004011

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-10498-8

  • Online ISBN: 978-3-540-38503-5

  • eBook Packages: Springer Book Archive

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