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Smooth Taboo Density for One‐Dimensional Diffusions
Author(s) -
Lo S. F. V.,
Roberts G. O.
Publication year - 2000
Publication title -
journal of the london mathematical society
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.441
H-Index - 62
eISSN - 1469-7750
pISSN - 0024-6107
DOI - 10.1112/s0024610700001460
Subject(s) - taboo , smoothness , diffusion , statistical physics , mathematics , mathematical economics , mathematical analysis , econometrics , physics , political science , thermodynamics , law
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.