Hitting Times, Occupation Times, Trivariate Laws and the Forward Kolmogorov Equation for a One-Dimensional Diffusion with Memory (Q2856040)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hitting Times, Occupation Times, Trivariate Laws and the Forward Kolmogorov Equation for a One-Dimensional Diffusion with Memory |
scientific article |
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Hitting Times, Occupation Times, Trivariate Laws and the Forward Kolmogorov Equation for a One-Dimensional Diffusion with Memory (English)
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23 October 2013
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one-dimensional diffusion
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occupation time formula
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stochastic functional differential equation
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diffusion with memory
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