One-Dimensional Homogeneous Diffusions

DOI10.1007/978-3-642-32157-3_2zbMath1390.60290OpenAlexW157914015MaRDI QIDQ4567929

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Publication date: 20 June 2018

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-32157-3_2

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Related Items (1)

First passage times of two-dimensional correlated processes: analytical results for the Wiener process and a numerical method for diffusion processes

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