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

Abstract

Let a [0, infinity) X R(d) and S(d) and b: [0, infinity) X R(d) and R(d) be bounded continuous functions, where S(d) denotes the class of symmetric, nonnegative definite d X d matrices.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1972
Accession Number
AD1025459

Entities

People

  • Daniel W. Stroock
  • S. R. Varadhan

Organizations

  • New York University

Tags

Communities of Interest

  • C4I

DTIC Thesaurus Topics

  • Air Force
  • Applied Mathematics
  • Brownian Motion
  • Continuity
  • Differential Equations
  • Equations
  • Markov Processes
  • Mathematics
  • New York
  • Probability
  • Scientific Research
  • Square Roots
  • Stochastic Processes
  • Theorems
  • Two Dimensional
  • Weak Convergence

Fields of Study

  • Mathematics