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References

  • Hoeffding, Wassily. Probability inequalities for sums of bounded random variables. J. Amer. Statist. Assoc. 58 1963 13--30. MR0144363
  • McNamara, J. M. Optimal control of the diffusion coefficient of a simple diffusion process. Math. Oper. Res. 8 (1983), no. 3, 373--380. MR0716119
  • McNamara, J. M. A regularity condition on the transition probability measure of a diffusion process. Stochastics 15 (1985), no. 3, 161--182. MR0869198


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