Time homogeneous diffusion with drift and killing to meet a given marginal (Q2258833)
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English | Time homogeneous diffusion with drift and killing to meet a given marginal |
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Time homogeneous diffusion with drift and killing to meet a given marginal (English)
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27 February 2015
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time-homogeneous gap diffusion
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drift field
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killing field
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Kreĭn strings
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marginal distribution
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