Smooth first-passage densities for one-dimensional diffusions
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Publication:3759632
DOI10.2307/3214261zbMath0622.60063MaRDI QIDQ3759632
No author found.
Publication date: 1987
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3214261
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J65: Brownian motion
34F05: Ordinary differential equations and systems with randomness
60J50: Boundary theory for Markov processes
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