A conditional expectation formula for diffusion processes
From MaRDI portal
Publication:4150971
DOI10.2307/3213468zbMath0373.60102MaRDI QIDQ4150971
Publication date: 1977
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3213468
60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)
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