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

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

Open source

DOI: 10.1051/ps/2010021
Published: 2010-10-15
Container: ESAIM: Probability and Statistics
Publisher: EDP Sciences
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1051/ps/2010021,
  title = {Time-homogeneous diffusions with a given marginal at a random time},
  author = {Alexander M.G. Cox and David Hobson and Jan Obłój},
  year = {2010},
  journal = {ESAIM: Probability and Statistics},
  doi = {10.1051/ps/2010021},
  url = {https://doi.org/10.1051/ps/2010021}
}

RIS

TY  - JOUR
TI  - Time-homogeneous diffusions with a given marginal at a random time
AU  - Alexander M.G. Cox
AU  - David Hobson
AU  - Jan Obłój
PY  - 2010
JO  - ESAIM: Probability and Statistics
DO  - 10.1051/ps/2010021
UR  - https://doi.org/10.1051/ps/2010021
ER  -

APA

Cox, A. M., Hobson, D., & Obłój, J. (2010). Time-homogeneous diffusions with a given marginal at a random time. ESAIM: Probability and Statistics. https://doi.org/10.1051/ps/2010021

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crossref · retrieved 2026-11-10T08:26:29.358Z