Deterministic laws of time inhomogeneous diffusion processes
Work
Year: 1980
Type: article
Abstract: It is well known that a 1-dim.diffusion process whose paths are increasing is deterministic if the process is time homogeneous.The problem we will consider is to examine whether the same assertion is ... more
Source: Kodai Mathematical Journal
Author Sadao Sato
Institution Tokyo Institute of Technology
Cites: 3
Cited by:
Related to: 10
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Subfield: Computational Theory and Mathematics
Field: Computer Science
Domain: Physical Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: bronze