On Characterizing Integral Stopping Time Functionals on Diffusions as Solutions to Boundary Value Problems (Q4678754): Difference between revisions

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Latest revision as of 13:32, 25 June 2024

scientific article; zbMATH DE number 2171206
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English
On Characterizing Integral Stopping Time Functionals on Diffusions as Solutions to Boundary Value Problems
scientific article; zbMATH DE number 2171206

    Statements

    On Characterizing Integral Stopping Time Functionals on Diffusions as Solutions to Boundary Value Problems (English)
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    23 May 2005
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    exit times
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    Fourier transforms
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    integral functionals
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