Concepedia
Journal of Theoretical Probability · 1997 · 19 citations · 1 references
EngineeringPhysicsStochastic ModelingStochastic ProcessesBrownian MotionDiffusion ProcessesMarkov ChainsMarkov ProcessesStochastic CalculusBrownian BridgeBrownian DiffusionDiffusions
1
Smooth Transition Densities for One-Dimensional Diffusions
L. C. G. Rogers · Bulletin of the London Mathematical Society · 1985 · 76 citations · Full text
Engineering, Physics, Stochastic Processes +12