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Time homogeneous diffusions with a given marginal at a deterministic time

Time homogeneous diffusions with a given marginal at a deterministic time

Noble, John M.
  • 期刊名称Stochastic Processes and their Applications
  • 作者Noble, John M.
  • 卷第123卷
  • 期第3期
  • 印刷ISSN0304-4149
  • 文件大小400.43KB
  • 发表时间2013-3
  • DOI10.1016/j.spa.2012.11.008
  • 页码675-718
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