Time homogeneous diffusion with drift and killing to meet a given marginal
Year of publication: |
2015
|
---|---|
Authors: | Noble, John M. |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 125.2015, 4, p. 1500-1540
|
Publisher: |
Elsevier |
Subject: | Time homogeneous gap diffusion | Drift | Killing | Krei˘n strings | Marginal distribution |
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