Probability representations of a class of two-way diffusions
There has been little progress in the analysis of two-way diffusion in the last few decades due to the difficulties brought by the interface section similar to a free boundary condition. In this paper, however, the equivalent probability model is considered and the interface section is precisely des...
| Main Authors: | , , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
2002
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