Stochastic calculus and initial value analysis on the one dimensional diffusions.

Pantić, Dražen. "Stochastic calculus and initial value analysis on the one dimensional diffusions.." Southwest Journal of Pure and Applied Mathematics [electronic only] 1 (1995): 17-26. <http://eudml.org/doc/230297>.

@article{Pantić1995,
author = {Pantić, Dražen},
journal = {Southwest Journal of Pure and Applied Mathematics [electronic only]},
keywords = {homogeneous diffusion processes; dependence on the initial conditions; transition densities},
language = {eng},
pages = {17-26},
publisher = {Cameron University, Lawton},
title = {Stochastic calculus and initial value analysis on the one dimensional diffusions.},
url = {http://eudml.org/doc/230297},
volume = {1},
year = {1995},
}

TY - JOUR
AU - Pantić, Dražen
TI - Stochastic calculus and initial value analysis on the one dimensional diffusions.
JO - Southwest Journal of Pure and Applied Mathematics [electronic only]
PY - 1995
PB - Cameron University, Lawton
VL - 1
SP - 17
EP - 26
LA - eng
KW - homogeneous diffusion processes; dependence on the initial conditions; transition densities
UR - http://eudml.org/doc/230297
ER -