The lifetimes of conditioned diffusion processes

Ross G. Pinsky

Annales de l'I.H.P. Probabilités et statistiques (1990)

  • Volume: 26, Issue: 1, page 87-99
  • ISSN: 0246-0203

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Pinsky, Ross G.. "The lifetimes of conditioned diffusion processes." Annales de l'I.H.P. Probabilités et statistiques 26.1 (1990): 87-99. <http://eudml.org/doc/77377>.

@article{Pinsky1990,
author = {Pinsky, Ross G.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {diffusion; lifetime; conditional gauge theorem},
language = {eng},
number = {1},
pages = {87-99},
publisher = {Gauthier-Villars},
title = {The lifetimes of conditioned diffusion processes},
url = {http://eudml.org/doc/77377},
volume = {26},
year = {1990},
}

TY - JOUR
AU - Pinsky, Ross G.
TI - The lifetimes of conditioned diffusion processes
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1990
PB - Gauthier-Villars
VL - 26
IS - 1
SP - 87
EP - 99
LA - eng
KW - diffusion; lifetime; conditional gauge theorem
UR - http://eudml.org/doc/77377
ER -

References

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