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- W2018591214 abstract "Let X be a non-degenerate diffusion process in n-dimensional Euclidean space $R^n $, U a domain, $tau _U $ the time at which the boundary of U is first attained. In the present article it is proved that. the course of the process X inside U is determined by the functions[ m(x) = M_x tau _x {text{ and }}pi (x,Gamma ) = {bf P}_x left{ {x_{tau _u } in Gamma } right}. ]The proof is based on an analytic method of the theory of elliptic differential operators." @default.
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- W2018591214 date "1959-01-01" @default.
- W2018591214 modified "2023-09-26" @default.
- W2018591214 title "On a Property of Non-Degenerate Diffusion Processes" @default.
- W2018591214 doi "https://doi.org/10.1137/1104032" @default.
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