Please use this identifier to cite or link to this item:
http://hdl.handle.net/10263/5396| Title: | Passage time moments for multidimensional diffusions |
| Authors: | Balaji, Srinivasan Ramasubramanian, S |
| Keywords: | Hitting time Recurrent diffusions Generator Diffusion coefficients Sub/super-martingales Reflecting Brownian motion in a wedge |
| Issue Date: | 1994 |
| Citation: | JOAP, v 37, p 246-251 |
| URI: | http://hdl.handle.net/10263/5396 |
| Appears in Collections: | Mathematics and Statistics |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Passage time moments for multidimensional diffusions-JOAP-37- p 246-251.pdf | 3.4 MB | Adobe PDF | View/Open |
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