Embedding laws in diffusions by functions of time

A. M. G. Cox, G. Peskir

University of Manchester

Research output: Contribution to journal › Article › peer-review

15 Citations (SciVal)

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Alex Cox
- A.M.G.Coxbath.acuk
- Department of Mathematical Sciences - Deputy Head of Department
- EPSRC Centre for Doctoral Training in Statistical Applied Mathematics (SAMBa)
- Probability Laboratory at Bath
Person: Research & Teaching