Comparison results for diffusions conditioned on positivity
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Publication:3308806
DOI10.2307/3213588zbMath0528.60056MaRDI QIDQ3308806
Publication date: 1983
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3213588
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J65: Brownian motion
60J60: Diffusion processes
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