Smooth taboo density for one-dimensional diffusions.

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:

Faculty of Science and Technology > Lancaster Environment Centre

ID Code:

19359

Deposited By:

ep_ss_importer

Deposited On:

17 Nov 2008 14:31

Refereed?:

Yes

Published?:

Published

Last Modified:

16 Jul 2024 08:17

URI:

https://eprints.lancs.ac.uk/id/eprint/19359