Smooth Taboo Density for One-Dimensional Diffusions

DOI10.1112/S0024610700001460MaRDI QIDQ3150976zbMATH OpenOpenAlexFDO

Authors S. F. V. Lo, Gareth O. Roberts

Publication date 22 October 2002

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

Full work available at URL https://doi.org/10.1112/s0024610700001460

zbMATH Keywords

smoothness conditionstaboo density

Mathematics Subject Classification ID

Diffusion processes (60J60)

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Cited in

(2)

• Smooth Transition Densities for One-Dimensional Diffusions
• Smooth first-passage densities for one-dimensional diffusions

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