@article{ASCFM_1962__8_2_23_0,
author = {Ito, Kiyosi},
title = {Construction of diffusions},
journal = {Annales de la facult\'e des sciences de l'universit\'e de Clermont. Math\'ematiques},
pages = {23--32},
year = {1962},
publisher = {UER de Sciences exactes et naturelles de l'Universit\'e de Clermont},
volume = {8},
number = {2},
mrnumber = {288842},
language = {en},
url = {https://www.numdam.org/item/ASCFM_1962__8_2_23_0/}
}
TY - JOUR AU - Ito, Kiyosi TI - Construction of diffusions JO - Annales de la faculté des sciences de l'université de Clermont. Mathématiques PY - 1962 SP - 23 EP - 32 VL - 8 IS - 2 PB - UER de Sciences exactes et naturelles de l'Université de Clermont UR - https://www.numdam.org/item/ASCFM_1962__8_2_23_0/ LA - en ID - ASCFM_1962__8_2_23_0 ER -
%0 Journal Article %A Ito, Kiyosi %T Construction of diffusions %J Annales de la faculté des sciences de l'université de Clermont. Mathématiques %D 1962 %P 23-32 %V 8 %N 2 %I UER de Sciences exactes et naturelles de l'Université de Clermont %U https://www.numdam.org/item/ASCFM_1962__8_2_23_0/ %G en %F ASCFM_1962__8_2_23_0
Ito, Kiyosi. Construction of diffusions. Annales de la faculté des sciences de l'université de Clermont. Mathématiques, Actes du colloque de mathématiques réuni à Clermont à l'occasion du tricentenaire de la mort de Blaise Pascal. Tome 2, Tome 8 (1962) no. 2, pp. 23-32. https://www.numdam.org/item/ASCFM_1962__8_2_23_0/
[1] - Uber die analytischen Methoden in der Wahrsheinlichkeitsrechnung. Math. Ann. 104, 415-458 (1931). | Zbl | MR
[2] - On second order differential operators. Ann. Math. 31 90-105 (1955). | Zbl | MR
[3] - Stochastic differential equations. Mem. Amer. Math. Soc. 4 (1951). | Zbl | MR
[4] and - Diffusion.
[5] - A property of Brownian motion paths. I11. Jour. Math. 2, 425-433 (1958). | Zbl | MR
[6] - Random substitution of time in strong Markov processes. Th. Prob. Appl. 3 332-350 (1958). | Zbl | MR
[7] Jr. and - Additive functionals of Brownian path. Mem. Univ. Kyoto, A. Math. 33, 479-506 (1961). | Zbl | MR
[8] , and , Jr. - Markov processes with identical hitting distributions.
[9] P., Jr. - Elementary solutions for certain parabolic differential equations.Trans. Amer. Math. Soc. 82, 519-548 (1956). | Zbl | MR
[10] - On the random walk and Brownian motion, to appear in Trans. Amer. Math. Soc. | Zbl | MR
[11] - Harmonic analysis and the theory of probability, Berkeley, Univ. Cal. Press, 1955. | Zbl | MR





