3 results
Finite-Dimensional Distributions of a Square-Root Diffusion
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 51 / Issue 4 / December 2014
- Published online by Cambridge University Press:
- 30 January 2018, pp. 930-942
- Print publication:
- December 2014
-
- Article
-
- You have access
- Export citation
On Large Deviations for Small Noise Itô Processes
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 46 / Issue 4 / December 2014
- Published online by Cambridge University Press:
- 22 February 2016, pp. 1126-1147
- Print publication:
- December 2014
-
- Article
-
- You have access
- Export citation
Superposition of Diffusions with Linear Generator and its Multifractal Limit Process
-
- Journal:
- ESAIM: Probability and Statistics / Volume 7 / March 2003
- Published online by Cambridge University Press:
- 15 May 2003, pp. 23-88
- Print publication:
- March 2003
-
- Article
- Export citation