Passage time moments for multidimensional diffusions

Simple item page
dc.contributor.authorBalaji, Srinivasan
dc.contributor.authorRamasubramanian, S
dc.date.accessioned2013-06-04T07:21:49Z
dc.date.available2013-06-04T07:21:49Z
dc.date.issued1994
dc.identifier.citationJOAP, v 37, p 246-251en_US
dc.identifier.urihttp://hdl.handle.net/10263/5396
dc.language.isoenen_US
dc.subjectHitting timeen_US
dc.subjectRecurrent diffusionsen_US
dc.subjectGeneratoren_US
dc.subjectDiffusion coefficientsen_US
dc.subjectSub/super-martingalesen_US
dc.subjectReflecting Brownian motion in a wedgeen_US
dc.titlePassage time moments for multidimensional diffusionsen_US
dc.typeArticleen_US

Files

Original bundle

Now showing 1 - 1 of 1
No Thumbnail Available
Name:
Passage time moments for multidimensional diffusions-JOAP-37- p 246-251.pdf
Size:
3.32 MB
Format:
Adobe Portable Document Format
Download

License bundle

Now showing 1 - 1 of 1
No Thumbnail Available
Name:
license.txt
Size:
1.71 KB
Format:
Item-specific license agreed upon to submission
Description:
Download

Collections

Mathematics and Statistics