On the Support of Diffusion Processes with Applications to the Strong Maximum Principle

Daniel W. Stroock, S. R. S. Varadhan

DOI: 10.1525/9780520375918-020

University of California Press eBooks

Data up to Jan 2025

Published1972

Citations562

References4

Fields

Mathematics Physics Statistical physics Mathematical optimization Thermodynamics

Total Citations Per Year

Abstract

References (4)

Diffusion processes with boundary conditions

1971 • 324 citations

A strong maximum principle for parabolic equations

1953 • 271 citations

On the growth of stochastic integrals

1971 • 51 citations

Stochastic Differential Equations

2020 • 12 citations

Cited By (0)

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On the Support of Diffusion Processes with Applications to the Strong Maximum Principle (1972) – University of California Press eBooks | Metascience Observatory Explorer