Six lessons on the theory of diffusion processes

B. I. Kopytko, M. I. Portenko
Theory of Stochastic Processes
Vol.28 (44), no.2, 2024, pp.39-75
The itinerary from the notion of a diffusion process to that of a generalized diffusion process is split into six lessons. Numerous exercises throughout its extent make this minicourse look like a collection of etudes for those ones who are interested in the theory of diffusion processes.
DOI: https://doi.org/10.3842/tsp-9047293397-76
Full version