Comparison results for diffusions conditioned on positivity
From MaRDI portal
Publication:3308806
DOI10.2307/3213588zbMath0528.60056OpenAlexW2329006897MaRDI QIDQ3308806
Publication date: 1983
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3213588
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Diffusion processes (60J60)
Related Items