On the Support of Diffusion Processes with Applications to the Strong Maximum Principle
作者: Daniel W. Stroock , S. R. S. Varadhan
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摘要: Abstract : Let a [0, infinity) X R(d) and S(d) b: be bounded continuous functions, where denotes the class of symmetric, nonnegative definite d matrices.
Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability, Volume 3: Probability Theory The Regents of the University of California