Smooth Transition Densities for One-Dimensional Diffusions

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Publication:3740766


DOI10.1112/blms/17.2.157zbMath0604.60077MaRDI QIDQ3740766

L. C. G. Rogers

Publication date: 1985

Published in: Bulletin of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1112/blms/17.2.157


60J60: Diffusion processes

60J35: Transition functions, generators and resolvents

60H20: Stochastic integral equations


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