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Nearest neighbor birth and death processes on the real line
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Diffusion processes with boundary conditions
Daniel Stroock, S. Varadhan (1971)
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Diffusion processes with continuous coefficients, I
S. Varadhan, Daniel Stroock (1969)
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ON THE SELECTION OF A MARKOV PROCESS FROM A SYSTEM OF PROCESSES AND THE CONSTRUCTION OF QUASI-DIFFUSION PROCESSES
N. Krylov (1973)