Differential equations in which the Poisson process plays a role
HTML articles powered by AMS MathViewer
- by Stanley Kaplan PDF
- Bull. Amer. Math. Soc. 70 (1964), 264-268
References
-
1. M. Kac, Some stochastic problems in physics and mathematics, Magnolia Petroleum Company Colloquium Lectures in the Pure and Applied Sciences, No. 2, 1956 (mimeographed lecture notes).
- S. Goldstein, On diffusion by discontinuous movements, and on the telegraph equation, Quart. J. Mech. Appl. Math. 4 (1951), 129–156. MR 47963, DOI 10.1093/qjmam/4.2.129
- E. B. Dynkin, Theory of Markov processes, Prentice-Hall, Inc., Englewood Cliffs, N.J.; Pergamon Press, Oxford-London-Paris, 1961. Translated from the Russian by D. E. Brown; edited by T. Köváry. MR 0131900
Additional Information
- Journal: Bull. Amer. Math. Soc. 70 (1964), 264-268
- DOI: https://doi.org/10.1090/S0002-9904-1964-11112-5
- MathSciNet review: 0158183