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Smooth Taboo Density for One-Dimensional Diffusions - MaRDI portal

Smooth Taboo Density for One-Dimensional Diffusions

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Publication:3150976

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DOI10.1112/S0024610700001460zbMath1010.60074OpenAlexW2144424396MaRDI QIDQ3150976

S. F. V. Lo, Gareth O. Roberts

Publication date: 22 October 2002

Published in: Journal of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1112/s0024610700001460

zbMATH Keywords

smoothness conditions taboo density

Mathematics Subject Classification ID

Diffusion processes (60J60)

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