Joint distributions of the maximum and the process for higher-order diffusions.
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Publication:1888769
DOI10.1016/S0304-4149(00)00105-8zbMath1053.60075OpenAlexW2004565789MaRDI QIDQ1888769
T. Ragozina, Enzo Orsingher, Luisa Beghin
Publication date: 26 November 2004
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4149(00)00105-8
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