The Invariant Distribution of a Diffusion: Some New Aspects

McKean, Henry P.

doi:10.1007/978-3-540-70847-6_23

Henry P. McKean⁶

Part of the book series: Abel Symposia ((ABEL,volume 2))

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Courant Institute of Mathematical Science, 251 Mercer Street, 10012, New York, NY, USA
Henry P. McKean

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Henry P. McKean
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Department of Mathematics, University of Oslo, Blindern, 1053, 0316, Oslo, Norway
Fred Espen Benth
Department of Mathematics, University of Oslo, Blindern, 1053, 0316, Oslo, Norway
Giulia Di Nunno
Department of Mathematics, University of Oslo, Blindern, 1053, 0316, Oslo, Norway
Tom Lindstrøm
Department of Mathematics, University of Oslo, Blindern, 1053, 0316, Oslo, Norway
Bernt Øksendal
Department of Mathematics, University of Manchester, Oxford Road, M13 9PL, Manchester, UK
Tusheng Zhang

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McKean, H.P. (2007). The Invariant Distribution of a Diffusion: Some New Aspects. In: Benth, F.E., Di Nunno, G., Lindstrøm, T., Øksendal, B., Zhang, T. (eds) Stochastic Analysis and Applications. Abel Symposia, vol 2. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-70847-6_23

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DOI: https://doi.org/10.1007/978-3-540-70847-6_23
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-70846-9
Online ISBN: 978-3-540-70847-6
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)

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