Home > Research > Publications & Outputs > Smooth taboo density for one-dimensional diffus...
View graph of relations

Smooth taboo density for one-dimensional diffusions.

Research output: Contribution to Journal/MagazineJournal articlepeer-review

Published
  • S. F. Violet Lo
  • Gareth O. Roberts
Close
<mark>Journal publication date</mark>12/2000
<mark>Journal</mark>Journal of the London Mathematical Society
Issue number3
Volume62
Number of pages10
Pages (from-to)951-960
Publication StatusPublished
<mark>Original language</mark>English

Abstract

The paper is concerned with finding sufficient smoothness conditions on the diffusion and drift coefficient of a one-dimensional stochastic diffusion to imply the existence and smoothness of a taboo density.