Diffusions on some submanifolds of euclidean spaces

Previous work of J.T. Lewis is extended to include diffusions on level sets of functions [phi]n-->k with n >k in terms of the coordinates of the host space. The particular case k = 1 extends previous related work of M. van den Berg and J.T. Lewis.

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Year of publication:	1990
Authors:	Gzyl, Henryk
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 10.1990, 4, p. 317-319
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005074614