Hitting Times, Occupation Times, Trivariate Laws and the...

Advances in Applied Probability 2013 / 09 Vol. 45; Iss. 3

Hitting Times, Occupation Times, Trivariate Laws and the Forward Kolmogorov Equation for a One-Dimensional Diffusion with Memory

Forde, Martin, Pogudin, Andrey, Zhang, Hongzhong
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Volume:
45
Language:
english
Journal:
Advances in Applied Probability
DOI:
10.1017/s0001867800006613
Date:
September, 2013
File:
PDF, 154 KB
english, 2013
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