TRANSITION-PROBABILITIES FOR SOME SPECIAL DIFFUSIONS

被引：0

|

作者：

BENES, VE ^{[1
]}

KARATZAS, I ^{[1
]}

机构：

[1] COLUMBIA UNIV,DEPT STAT,NEW YORK,NY 10027

来源：

JOURNAL OF APPLIED PROBABILITY | 1987年 / 24卷 / 04期

关键词：

D O I：

10.2307/3214213

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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页码：888 / 898

页数：11

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