Can time-homogeneous diffusions produce any distribution?

Probability Theory and Related Fields

Volumn 155, Issue 3-4, 2013, Pages 493-520

  Ekström, Erik ^a   Hobson, David ^b   Janson, Svante ^a   Tysk, Johan ^a  

^a UPPSALA UNIVERSITY   (Sweden)

^b UNIVERSITY OF WARWICK   (United Kingdom)

Author keywords

60G44; 60J60

Indexed keywords

EID: 84875406387     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00440-011-0405-0     Document Type: Article

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