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Analytical methods of pasting together of diffusion processes

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Probability Theory and Mathematical Statistics

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 1021))

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References

  1. Anulova S. V., Diffusion process with singular characteristics, International symposium on stochastic differential equations, Vilnius, 1978, pp. 7–11.

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  2. Anulova S. V., Diffusion processes: discontinuous coefficients, degenerated diffusion, randomized drift, Dokl. AN SSSR, 1981, v. 260, N. 5, pp. 1036–1040.

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  5. Kopytko B. I., Pasting together of Brownian motion processes, In random processes in problems of mathematical physics, Kiev, 1979, pp. 94–106.

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  6. Kopytko B. I., Pasting together of two diffusion processes on the line, In Probability Methods in the infinite-dimensional Analysis, Kiev, 1980, pp. 84–101.

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Author information

Authors and Affiliations

  1. Institute of Mathematics, Lwow University, Kiev

    B. I. Kopytko & N. I. Portenko

Authors
  1. B. I. Kopytko
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  2. N. I. Portenko
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Editor information

Editors and Affiliations

  1. Steklov Mathematical Institute of the Academy of Sciences of the USSR, Vavilov str. 42, Moscow, 117966, USSR

    Jurii V. Prokhorov

  2. Department of Mathematics, Gakushuin University, 1-5-1 Mejiro, Toshima- ku, Tokyo, Japan

    Kiyosi Itô

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© 1983 Springer-Verlag Berlin Heidelberg

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Kopytko, B.I., Portenko, N.I. (1983). Analytical methods of pasting together of diffusion processes. In: Prokhorov, J.V., Itô, K. (eds) Probability Theory and Mathematical Statistics. Lecture Notes in Mathematics, vol 1021. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0072928

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  • DOI: https://doi.org/10.1007/BFb0072928

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-12718-5

  • Online ISBN: 978-3-540-38701-5

  • eBook Packages: Springer Book Archive

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