Accession Number:

AD1025459

Title:

On the Support of Diffusion Processes with Applications to the Strong Maximum Principle

Descriptive Note:

Conference Paper

Corporate Author:

NEW YORK UNIVERSITY NEW YORK United States

Personal Author(s):

Report Date:

1972-01-01

Pagination or Media Count:

27.0

Abstract:

Let a 0, infinity X Rd and Sd and b 0, infinity X Rd and Rd be bounded continuous functions, where Sd denotes the class of symmetric, nonnegative definite d X d matrices.

Subject Categories:

  • Numerical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE