ESAIM: Probability and Statistics (ESAIM: P&S)

Time-homogeneous diffusions with a given marginal at a random time

Alexander M.G. Cox, David Hobson and Jan Obłój

ESAIM: PS, 15 (2011) S11-S24

Published online: 19 May 2011

DOI: 10.1051/ps/2010021

Alexander M.G. Cox

David Hobson

Jan Obłój

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