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

Author： Cox Alexander M.G.   Hobson David   Obłój Jan  

Publisher： Edp Sciences

E-ISSN： 1262-3318|15|issue|S11-S24

ISSN： 1292-8100

Source： ESAIM: Probability and Statistics, Vol.15, Iss.issue, 2011-05, pp. : S11-S24

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