Hitting Times, Occupation Times, Trivariate Laws and the Forward Kolmogorov Equation for a One-Dimensional Diffusion with Memory
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Publication:2856040
DOI10.1239/aap/1377868542zbMath1287.60095OpenAlexW2001340133MaRDI QIDQ2856040
Martin Forde, Hongzhong Zhang, Andrey Pogudin
Publication date: 23 October 2013
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aap/1377868542
stochastic functional differential equationone-dimensional diffusionoccupation time formuladiffusion with memory
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