Smooth Transition Densities for One-Dimensional Diffusions

• 1 March 1985
• journal article
• Published by Wiley in Bulletin of the London Mathematical Society
• Vol. 17  (2) , 157-161
• https://doi.org/10.1112/blms/17.2.157

Abstract

Keywords

• DIMENSIONAL DIFFUSIONS
• SMOOTH TRANSITION DENSITIES
• DENSITIES FOR ONE DIMENSIONAL