Pages that link to "Item:Q2101959"
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The following pages link to On density functions related to discrete time maximum of some one-dimensional diffusion processes (Q2101959):
Displaying 4 items.
- Existence and regularity of law density of a pair (diffusion, first component running maximum) (Q2322681) (← links)
- Some properties of density functions on maxima of solutions to one-dimensional stochastic differential equations (Q2330408) (← links)
- Integration by parts formulas concerning maxima of some SDEs with applications to study on density functions (Q2804514) (← links)
- ON ONE-DIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS INVOLVING THE MAXIMUM PROCESS (Q5320890) (← links)