A free boundary characterisation of the Root barrier for Markov processes (2021)

First Author: Gassiat P
Attributed to:  Embedding measures into multi-dimensional stochastic processes and rough paths funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1007/s00440-021-01052-6

Publication URI: http://dx.doi.org/10.1007/s00440-021-01052-6

Type: Journal Article/Review

Parent Publication: Probability Theory and Related Fields

Issue: 1-2

ISSN: 0178-8051