Mimicking the one-dimensional marginal distributions of processes having an ito differential
- 1 December 1986
- journal article
- research article
- Published by Springer Nature in Probability Theory and Related Fields
- Vol. 71 (4) , 501-516
- https://doi.org/10.1007/bf00699039
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- On stochastic equations with respect to semimartingales I.†Stochastics, 1980
- Controlled Diffusion ProcessesPublished by Springer Nature ,1980
- Statistics of Random Processes IPublished by Springer Nature ,1977
- On the Factorization of Non-Negative Definite MatricesTheory of Probability and Its Applications, 1968