Mimicking the one-dimensional marginal distributions of processes having an Ito differential
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Publication:1067301
DOI10.1007/BF00699039zbMath0579.60043OpenAlexW104454400MaRDI QIDQ1067301
Publication date: 1986
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00699039
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Distribution theory (60E99)
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