Smooth taboo density for one-dimensional diffusions

Authors
Lo, SFV Roberts, GO
Citation
Sfv. Lo et Go. Roberts, Smooth taboo density for one-dimensional diffusions, J LOND MATH, 62, 2000, pp. 951-960
Citations number
7
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF THE LONDON MATHEMATICAL SOCIETY-SECOND SERIES
ISSN journal
00246107 → ACNP
Volume
62
Year of publication
2000
Part
3
Pages
951 - 960
Database
ISI
SICI code
0024-6107(200012)62:<951:STDFOD>2.0.ZU;2-0
Abstract
The paper is concerned with finding sufficient smoothness conditions on the diffusion and drift coefficient of a one-dimensional stochastic diffusion to imply the existence and smoothness of a taboo density.