A conditional expectation formula for diffusion processes

DOI10.2307/3213468zbMath0373.60102OpenAlexW2323072615MaRDI QIDQ4150971

Knut Kristian Aase

Publication date: 1977

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3213468

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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