Stochastic Calculus on One-dimensional Diffusions
Publications de l'Institut Mathématique (1994)
- Volume: 56(70), Issue: 76, page 119-128
- ISSN: 0350-1302
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topDražen Pantić. "Stochastic Calculus on One-dimensional Diffusions." Publications de l'Institut Mathématique 56(70).76 (1994): 119-128. <http://eudml.org/doc/258568>.
@article{DraženPantić1994,
author = {Dražen Pantić},
journal = {Publications de l'Institut Mathématique},
keywords = {stochastic calculus; absolutely continuous one-dimensional distribution; stochastic differential equations; distribution of inverse process},
language = {eng},
number = {76},
pages = {119-128},
publisher = {Matematički institut SANU},
title = {Stochastic Calculus on One-dimensional Diffusions},
url = {http://eudml.org/doc/258568},
volume = {56(70)},
year = {1994},
}
TY - JOUR
AU - Dražen Pantić
TI - Stochastic Calculus on One-dimensional Diffusions
JO - Publications de l'Institut Mathématique
PY - 1994
PB - Matematički institut SANU
VL - 56(70)
IS - 76
SP - 119
EP - 128
LA - eng
KW - stochastic calculus; absolutely continuous one-dimensional distribution; stochastic differential equations; distribution of inverse process
UR - http://eudml.org/doc/258568
ER -
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