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Original Articles

Comparison of multidimensional diffusion processes

Pages 201-216 | Published online: 12 Apr 2007

References

  • Donati-Martin , C. and Pardoux , E. 1993 . White noise driven PDEs with reflection . Prob. Theory and ret. Fields , 1 : 1 – 24 .
  • Ikeda , N. and Watanabe , S. 1981 . Stochastic Differential Equations and Diffusion Processes , North-Holland .
  • Gyongy , I. and Krylov , N.V. 1980 . On Stochastic Equations with respect to Semi-Martingales . Stochastics , 4 : 1 – 21 .
  • Lipster , R.S. and Shiryaev , A.N. 1977 . Statistics of Random Processes I , Springer Verlag .

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