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Teoriya Veroyatnostei i ee Primeneniya, 1968, Volume 13, Issue 3, Pages 498–501 (Mi tvp871)  
This article is cited in 9 scientific papers (total in 9 papers)

Short Communications

Wiener integrals associated with diffusion processes

V. E. Benes, L. Shepp

Bell Telephone Laboratories, Incorporated, Murray Hill, New Jersey, USA
Full-text PDF (266 kB) Citations (9)
Received: 25.01.1967
English version:
Theory of Probability and its Applications, 1968, Volume 13, Issue 3, Pages 475–478
DOI: https://doi.org/10.1137/1113057
Bibliographic databases:
Document Type: Article
Language: English
Citation: V. E. Benes, L. Shepp, “Wiener integrals associated with diffusion processes”, Teor. Veroyatnost. i Primenen., 13:3 (1968), 498–501; Theory Probab. Appl., 13:3 (1968), 475–478
Citation in format AMSBIB
\Bibitem{BenShe68}
\by V.~E.~Benes, L.~Shepp
\paper Wiener integrals associated with diffusion processes
\jour Teor. Veroyatnost. i Primenen.
\yr 1968
\vol 13
\issue 3
\pages 498--501
\mathnet{http://mi.mathnet.ru/tvp871}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=239036}
\zmath{https://zbmath.org/?q=an:0181.44304|0165.19602}
\transl
\jour Theory Probab. Appl.
\yr 1968
\vol 13
\issue 3
\pages 475--478
\crossref{https://doi.org/10.1137/1113057}
Linking options:
  • https://www.mathnet.ru/eng/tvp871
  • https://www.mathnet.ru/eng/tvp/v13/i3/p498
    • This publication is cited in the following 9 articles:
    1. C.D. Charalambous, “Partially observable nonlinear risk-sensitive control problems: dynamic programming and verification theorems”, IEEE Trans. Automat. Contr., 42:8 (1997), 1130  crossref
    2. C.D. Charalambous, R.J. Elliott, “Certain nonlinear partially observable stochastic optimal control problems with explicit control laws equivalent to LEQG/LQG problems”, IEEE Trans. Automat. Contr., 42:4 (1997), 482  crossref
    3. John R. Klauder, Lecture Notes in Physics, 409, Computational Methods in Field Theory, 1992, 1  crossref
    4. Paolo Dai Pra, Michele Pavon, “Variational path-integral representations for the density of a diffusion process”, Stochastics and Stochastic Reports, 26:4 (1989), 205  crossref
    5. Paolo Dai Pra, Michele Pavon, Proceedings of the Third German-Italian Symposium Applications of Mathematics in Industry and Technology, 1989, 219  crossref
    6. Kunio Yasue, “A simple derivation of the Onsager–Machlup formula for one-dimensional nonlinear diffusion process”, Journal of Mathematical Physics, 19:8 (1978), 1671  crossref
    7. Kunio Yasue, “Detailed Time-Dependent Description of Tunneling Phenomena Arising from Stochastic Quantization”, Phys. Rev. Lett., 40:11 (1978), 665  crossref
    8. V. E. Beneš, “Composition and invariance methods for solving some stochastic control problems”, Advances in Applied Probability, 7:2 (1975), 299  crossref
    9. H Ezawa, J.R Klauder, L.A Shepp, “A path space picture for Feynman-Kac averages”, Annals of Physics, 88:2 (1974), 588  crossref
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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