Pages that link to "Item:Q2330408"
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The following pages link to Some properties of density functions on maxima of solutions to one-dimensional stochastic differential equations (Q2330408):
Displaying 4 items.
- On the law of the minimum in a class of unidimensional SDEs (Q2002080) (← links)
- On density functions related to discrete time maximum of some one-dimensional diffusion processes (Q2101959) (← 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)