40 lines
1.1 KiB
BibTeX
40 lines
1.1 KiB
BibTeX
@book{Diffusion,
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title={Multidimensional Diffusion Processes},
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author={Stroock, D.W. and Varadhan, S.R.S.},
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isbn={9783540903536},
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lccn={96027093},
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series={Grundlehren der mathematischen Wissenschaften},
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url={https://books.google.ca/books?id=DuDsmoyqCy4C},
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year={1997},
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publisher={Springer Berlin Heidelberg}
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}
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@book{Baudoin,
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title={Diffusion Processes and Stochastic Calculus},
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author={Baudoin, F.},
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isbn={9783037191330},
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lccn={2014395958},
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series={EMS textbooks in mathematics},
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url={https://books.google.ca/books?id=ov4kcKkzTP4C},
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year={2014},
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publisher={European Mathematical Society}
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}
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@book{Lang,
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title={Differential and Riemannian manifolds},
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author={Lang, Serge},
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year={2012},
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publisher={Springer Science \& Business Media}
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}
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@article{Rogers,
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title={Book review: Diffusions, markov processes. and martingales, volume 2, it6 calculus},
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author={Rogers, LCG and Williams, David},
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journal={Stochastics: An International Journal of Probability and Stochastic Processes},
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volume={27},
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number={1},
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pages={59--63},
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year={1989},
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publisher={Taylor \& Francis}
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}
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