• [1] Salomon Bochner, Harmonic analysis and the theory of probability, University of California Press, Berkeley and Los Angeles, 1955. MR 0072370
• [2] J. L. Doob, Stochastic processes, John Wiley & Sons, Inc., New York; Chapman & Hall, Limited, London, 1953. MR 0058896
• [3] W. Feller, An introduction to probability theory and its applications, Vol. 1, 2d ed., New York, 1957.
• [4] William Feller, On the intrinsic form for second order differential operators, Illinois J. Math. 2 (1958), 1–18. MR 0092047
• [5] G. A. Hunt, Some theorems concerning Brownian motion, Trans. Amer. Math. Soc. 81 (1956), 294–319. MR 79377, https://doi.org/10.1090/S0002-9947-1956-0079377-3
• [6] K. Ito and H. P. McKean, Monograph on diffusion, to appear.
• [7] M. Kac, Random walk and the theory of Brownian motion, Noise and stochastic processes, pp. 295-317, Dover, New York, 1954.
• [8] A. V. Skorohod, Limit theorems for stochastic processes, Teor. Veroyatnost. i Primenen. 1 (1956), 289–319 (Russian, with English summary). MR 0084897
• [9] H. F. Trotter, A property of Brownian motion paths, Illinois J. Math. 2 (1958), 425–433. MR 0096311

Bibliography

[1]

S. Bochner, Harmonic analysis and the theory of probability, Univ. of California Press, Berkeley, Calif., 1955. MR 0072370 (17:273d)

[2]

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

[3]

W. Feller, An introduction to probability theory and its applications, Vol. 1, 2d ed., New York, 1957.

[4]

-, On the intrinsic form for second order differential operators, Illinois J. Math. 2 (1958), 1-18. MR 0092047 (19:1052d)

[5]

G. A. Hunt, Some theorems concerning Brownian motion, Trans. Amer. Math. Soc. 81 (1956), 294-319. MR 0079377 (18:77a)

[6]

K. Ito and H. P. McKean, Monograph on diffusion, to appear.

[7]

M. Kac, Random walk and the theory of Brownian motion, Noise and stochastic processes, pp. 295-317, Dover, New York, 1954.

[8]

A. V. Skorohod, Limit theorems for stochastic processes, Teor. Veroyatnost. i Primenen. 1 (1956), 290-319. (Russian). MR 0084897 (18:943c)

[9]

H. Trotter, A property of Brownian motion paths, Illinois J. Math. 2 (1958), 425-433. MR 0096311 (20:2795)