Trivariate Density of Brownian Motion, Its Local and Occupation Times, with Application to Stochastic Control
Open Access
- 1 August 1984
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Probability
- Vol. 12 (3)
- https://doi.org/10.1214/aop/1176993230
Abstract
No abstract availableThis publication has 0 references indexed in Scilit: