Journal article 1562 views
The density asymptotics associated with a stochastic differential equation
I.M Davies,
Ian Davies
Mathematical and Computer Modelling, Volume: 20, Issue: 4-5, Pages: 167 - 171
Swansea University Author: Ian Davies
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DOI (Published version): 10.1016/0895-7177(94)90163-5
Abstract
The density asymptotics associated with a stochastic differential equation
| Published in: | Mathematical and Computer Modelling |
|---|---|
| Published: |
1994
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa16746 |
| College: |
Faculty of Science and Engineering |
|---|---|
| Issue: |
4-5 |
| Start Page: |
167 |
| End Page: |
171 |