Smooth Transition Densities for One-Dimensional Diffusions (Q3740766)

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Smooth Transition Densities for One-Dimensional Diffusions
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    title
    Smooth Transition Densities for One-Dimensional Diffusions (English)
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    DOI
    10.1112/blms/17.2.157
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    author
    L. C. G. Rogers
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    publication date
    1985
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    Mathematics Subject Classification ID
    60J60
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    60H20
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    60J35
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    zbMATH DE Number
    3976043
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    zbMATH Keywords
    transition density
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    Malliavin calculus
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    OpenAlex ID
    W1992632120
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