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Stochastic differential equations : an introduction with applications

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Attention for Chapter 7: Diffusions: Basic Properties
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Chapter title
Diffusions: Basic Properties
Chapter number 7
Book title
Stochastic Differential Equations
Published by
Springer Berlin Heidelberg, January 2003
DOI 10.1007/978-3-642-14394-6_7
Book ISBNs
978-3-54-004758-2, 978-3-64-214394-6
Authors

Bernt Øksendal, Øksendal, Bernt