Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
9741816 | Journal of Statistical Planning and Inference | 2005 | 12 Pages |
Abstract
Diffusion processes X(t) verifying the stochastic differential equation dX(t)=adt+bdW(t), X(t0)=X0, b>0, are considered for standard Wiener processes W(t) in 0
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
M.J. Rivas, M.T. Santos, D. Morales,