5 citations · 5 across the 5 of their papers we have counts for
5 papers
Integral Functionals of Probability that Depend Only on Mean Values
Daniel W. Stroock
It is shown that affine functions are the only continuous real valued functions on R whose integrals with respect to compactly supported probability measures depend only on the mea…
Determinants, their applications to Markov processes, and a random walk proof of Kirchhoff's matrix tree theorem
Michael J. Kozdron, Larissa M. Richards, Daniel W. Stroock
Kirchhoff's matrix tree theorem is a well-known result that gives a formula for the number of spanning trees in a finite, connected graph in terms of the graph Laplacian matrix. A…
On a flow of transformations of a Wiener space
J. Najnudel, D. Stroock, M. Yor
In this paper, we define, via Fourier transform, an ergodic flow of transformations of a Wiener space which preserves the law of the Ornstein-Uhlenbeck process and which interpolat…
An Approximation Scheme for Reflected Stochastic Differential Equations
Lawrence Christopher Evans, Daniel W. Stroock
In this paper we consider the Stratonovich reflected stochastic differential equation in a bounded domain which satisfies conditions, intr…
A peculiar two point boundary value problem
Huadong Pang, Daniel W. Stroock
In this paper we consider a one-dimensional diffusion equation on the interval satisfying non-Feller boundary conditions. As a consequence, the initial value Cauchy problem…