The Ornstein–Uhlenbeck bridge and applications to Markov semigroups
Autor: | Goldys, B., Maslowski, B. |
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Zdroj: | In Stochastic Processes and their Applications 2008 118(10):1738-1767 |
Databáze: | ScienceDirect |
Externí odkaz: |
Autor: | Goldys, B., Maslowski, B. |
---|---|
Zdroj: | In Stochastic Processes and their Applications 2008 118(10):1738-1767 |
Databáze: | ScienceDirect |
Externí odkaz: |