Hitting Times, Occupation Times, Trivariate Laws and the Forward Kolmogorov Equation for a One-Dimensional Diffusion with Memory

Publisher: Cambridge University Press

E-ISSN: 1475-6064|45|3|860-875

ISSN: 0001-8678

Source: Advances in Applied Probability, Vol.45, Iss.3, 2013-09, pp. : 860-875

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Abstract