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Comparison results for diffusions conditioned on positivity - MaRDI portal

Comparison results for diffusions conditioned on positivity (Q3308806)

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scientific article
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English
Comparison results for diffusions conditioned on positivity
scientific article

    Statements

    title
    Comparison results for diffusions conditioned on positivity (English)
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    author
    Martin V. Day
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    publication date
    1983
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    zbMATH Keywords
    conditional probability
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    comparison theorem
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    small-parameter exit problem
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    Identifiers

    DOI
    10.2307/3213588
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    Mathematics Subject Classification ID
    60H10
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    60J60
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    60J65
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    zbMATH DE Number
    3839065
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    OpenAlex ID
    W2329006897
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