Time homogeneous diffusions with a given marginal at a deterministic time

DOI10.1016/J.SPA.2012.11.008zbMath1261.60078arXiv1105.5694OpenAlexW2024927327MaRDI QIDQ1940229

John Noble

Publication date: 6 March 2013

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1105.5694

zbMATH Keywords

marginal distributionKreĭn stringsmartingale diffusion

Mathematics Subject Classification ID

Diffusion processes (60J60)

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