Lo, S. F. Violet and Roberts, Gareth O. (2000) Smooth taboo density for one-dimensional diffusions. Journal of the London Mathematical Society, 62 (3). pp. 951-960. ISSN 0024-6107
Full text not available from this repository.Abstract
The paper is concerned with finding sufficient smoothness conditions on the diffusion and drift coefficient of a one-dimensional stochastic diffusion to imply the existence and smoothness of a taboo density.
Item Type:
Journal Article
Journal or Publication Title:
Journal of the London Mathematical Society
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/2600/2600
Subjects:
?? general mathematicsmathematics(all)qa mathematics ??
Departments:
ID Code:
19359
Deposited By:
Deposited On:
17 Nov 2008 14:31
Refereed?:
Yes
Published?:
Published
Last Modified:
19 Sep 2025 01:32
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