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Smooth taboo density for one-dimensional diffusions.

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Smooth taboo density for one-dimensional diffusions. / Lo, S. F. Violet; Roberts, Gareth O.
In: Journal of the London Mathematical Society, Vol. 62, No. 3, 12.2000, p. 951-960.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Lo, SFV & Roberts, GO 2000, 'Smooth taboo density for one-dimensional diffusions.', Journal of the London Mathematical Society, vol. 62, no. 3, pp. 951-960. https://doi.org/10.1112/S0024610700001460

APA

Lo, S. F. V., & Roberts, G. O. (2000). Smooth taboo density for one-dimensional diffusions. Journal of the London Mathematical Society, 62(3), 951-960. https://doi.org/10.1112/S0024610700001460

Vancouver

Lo SFV, Roberts GO. Smooth taboo density for one-dimensional diffusions. Journal of the London Mathematical Society. 2000 Dec;62(3):951-960. doi: 10.1112/S0024610700001460

Author

Lo, S. F. Violet ; Roberts, Gareth O. / Smooth taboo density for one-dimensional diffusions. In: Journal of the London Mathematical Society. 2000 ; Vol. 62, No. 3. pp. 951-960.

Bibtex

@article{dd86aaddd2f242b3a5bfe5c69ed9ed1b,
title = "Smooth taboo density for one-dimensional diffusions.",
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.",
author = "Lo, {S. F. Violet} and Roberts, {Gareth O.}",
year = "2000",
month = dec,
doi = "10.1112/S0024610700001460",
language = "English",
volume = "62",
pages = "951--960",
journal = "Journal of the London Mathematical Society",
issn = "0024-6107",
publisher = "Oxford University Press",
number = "3",

}

RIS

TY - JOUR

T1 - Smooth taboo density for one-dimensional diffusions.

AU - Lo, S. F. Violet

AU - Roberts, Gareth O.

PY - 2000/12

Y1 - 2000/12

N2 - 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.

AB - 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.

U2 - 10.1112/S0024610700001460

DO - 10.1112/S0024610700001460

M3 - Journal article

VL - 62

SP - 951

EP - 960

JO - Journal of the London Mathematical Society

JF - Journal of the London Mathematical Society

SN - 0024-6107

IS - 3

ER -