• [1] J. L. Doob, Stochastic processes, John Wiley & Sons, Inc., New York; Chapman & Hall, Limited, London, 1953. MR 0058896
• [2] J. L. Doob, Semimartingales and subharmonic functions, Trans. Amer. Math. Soc. 77 (1954), 86–121. MR 64347, https://doi.org/10.1090/S0002-9947-1954-0064347-X
• [3] J. L. Doob, Martingales and one-dimensional diffusion, Trans. Amer. Math. Soc. 78 (1955), 168–208. MR 70885, https://doi.org/10.1090/S0002-9947-1955-0070885-7
• [4] Robert Fortet, Les fonctions aléatoires du type de Markoff associées à certaines équations linéaires aux dérivées partielles du type parabolique, J. Math. Pures Appl. (9) 22 (1943), 177–243 (French). MR 12392
• [5] Philip Hartman and Aurel Wintner, On the solutions of the equation of heat conduction, Amer. J. Math. 72 (1950), 367–395. MR 36412, https://doi.org/10.2307/2372040
• [6] I. Petrowsky, Zur ersten Randwertaufgabe der Wärmeleitungsgleichung, Compositio Math. 1 (1935), 383–419 (German). MR 1556900
• [7] D. V. Widder, Positive temperatures on an infinite rod, Trans. Amer. Math. Soc. 55 (1944), 85–95. MR 9795, https://doi.org/10.1090/S0002-9947-1944-0009795-2

Bibliography

[1]

J. L. Doob, Stochastic processes, New York, 1953. MR 0058896 (15:445b)

[2]

-, Semimartingales and subharmonic functions, Trans. Amer. Math. Soc. vol. 77 (1954) pp. 86-121. MR 0064347 (16:269a)

[3]

-, Martingales and one-dimensional diffusion, Trans. Amer. Math. Soc. vol. 78 (1955) pp. 168-208. MR 0070885 (17:50e)

[4]

Robert Fortet, Les fonctions aléatoires du type de Markoff associées à certaines équations linéaires aux dérivées partielles du type parabolique, J. Math. Pures Appl. vol. 22 (1943) pp. 177-243. MR 0012392 (7:19h)

[5]

P. Hartman and A. Wintner, On the solutions of the equation of heat conduction, Amer. J. Math. vol. 72 (1950) pp. 367-395. MR 0036412 (12:104a)

[6]

I. Petrowsky, Zur ersten Randwertaufgabe der Wärmeleitungsgleichung, Compositio Math. vol. 1 (1935) pp. 383-419. MR 1556900

[7]

D. V. Widder, Positive temperatures on an infinite rod, Trans. Amer. Math. Soc. vol. 55 (1944) pp. 85-95. MR 0009795 (5:203f)