Pages that link to "Item:Q2322681"

The following pages link to Existence and regularity of law density of a pair (diffusion, first component running maximum) (Q2322681):

Displaying 2 items.

• Joint law of an Ornstein–Uhlenbeck process and its supremum (Q3299450) (← links)
• PDE for the joint law of the pair of a continuous diffusion and its running maximum (Q6198067) (← links)