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Time homogeneous diffusions with a given marginal at a deterministic time - MaRDI portal

Time homogeneous diffusions with a given marginal at a deterministic time (Q1940229)

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Time homogeneous diffusions with a given marginal at a deterministic time
scientific article

    Statements

    title
    Time homogeneous diffusions with a given marginal at a deterministic time (English)
    0 references
    author
    John Noble
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    publication date
    6 March 2013
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    zbMATH Keywords
    martingale diffusion
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    Kreĭn strings
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    marginal distribution
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    Identifiers

    zbMATH DE Number
    6142006
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    OpenAlex ID
    W2024927327
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    arXiv ID
    1105.5694
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