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Multidimensional Diffusion Processes Daniel W. Stroock, S.R. S. Varadhan
Publisher: Springer

We study multidimensional diffusion processes and give an explicit representation for their conditional expectation. `Brownian motion of ellipsoids' (with J. Multidimensional Diffusion Processes. Invariant probability measure for uniformly elliptic diffusion processes with jumps. The history of diffusion processes begins with the botanist Brown, who in 1826- 1827 observed .. The multidimensional lognormal diffusion process with exogenous factors is treated . Diffusion coefficient for multi-dimensional diffusion processes. Correlation for multidimensional diffusion processes. Offers a presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional diffusions. Ueno (1965), Multi-dimensional diffusion and the Markov process on. `Coupling of multidimensional diffusion processes by reflection' (with T. Chen (1993) On reflecting diffusion processes and Skorokhod .