Author of the publication

On kac functionals of one-dimensional diffusions

. Stochastic Processes and their Applications, 22 (1): 79--88 (May 1986)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

On kac functionals of one-dimensional diffusions. Stochastic Processes and their Applications, 22 (1): 79--88 (May 1986)Lognormality of rates and term structure models, , and . Stochastic Analysis and Applications, 18 (3): 375--396 (2000)A strong law of large numbers for vector gaussian martingales and a statistical application in linear regression, and . Statistics & Probability Letters, 5 (1): 71--73 (January 1987)