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diffusion/refs.bib
2026-05-31 14:12:39 -04:00

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@book{Diffusion,
title={Multidimensional Diffusion Processes},
author={Stroock, D.W. and Varadhan, S.R.S.},
isbn={9783540903536},
lccn={96027093},
series={Grundlehren der mathematischen Wissenschaften},
url={https://books.google.ca/books?id=DuDsmoyqCy4C},
year={1997},
publisher={Springer Berlin Heidelberg}
}
@book{Baudoin,
title={Diffusion Processes and Stochastic Calculus},
author={Baudoin, F.},
isbn={9783037191330},
lccn={2014395958},
series={EMS textbooks in mathematics},
url={https://books.google.ca/books?id=ov4kcKkzTP4C},
year={2014},
publisher={European Mathematical Society}
}
@book{Lang,
title={Differential and Riemannian manifolds},
author={Lang, Serge},
year={2012},
publisher={Springer Science \& Business Media}
}
@article{Rogers,
title={Book review: Diffusions, markov processes. and martingales, volume 2, it6 calculus},
author={Rogers, LCG and Williams, David},
journal={Stochastics: An International Journal of Probability and Stochastic Processes},
volume={27},
number={1},
pages={59--63},
year={1989},
publisher={Taylor \& Francis}
}
@book{conway,
title={A Course in Functional Analysis},
author={Conway, J.B.},
isbn={9783540960423},
lccn={84010568},
series={Graduate Texts in Mathematics},
url={https://books.google.ca/books?id=Z9JFAQAAIAAJ},
year={1985},
publisher={Springer New York}
}
@book{stroock, place={Cambridge}, edition={3}, title={Probability Theory, An Analytic View}, publisher={Cambridge University Press}, author={Stroock, Daniel W.}, year={2024}}
@book{folland,
title={Real Analysis: Modern Techniques and Their Applications},
author={Folland, G.B.},
isbn={9781118626399},
series={Pure and Applied Mathematics: A Wiley Series of Texts, Monographs and Tracts},
url={https://books.google.ca/books?id=wI4fAwAAQBAJ},
year={2013},
publisher={Wiley}
}
@book{measure,
title={Measure Theory},
author={Bogachev, V.I.},
number={v. 1},
isbn={9783540345145},
lccn={2006933997},
series={Measure Theory},
url={https://books.google.com/books?id=CoSIe7h5mTsC},
year={2007},
publisher={Springer Berlin Heidelberg}
}