Institute of Mathematical Statistics Lecture Notes - Monograph Series

Diffusions on the simplex from Brownian motions on hypersurfaces

Steven N. Evans

Source: Darlene R. Goldstein, ed. Statistics and science: a Festschrift for Terry Speed, (Beachwood, OH: Institute of Mathematical Statistics, 2003), 35-48.

Primary Subjects: 60J60
Secondary Subjects: 60E05, 60H10

Full-text: Open access

Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.lnms/1215091134
Mathematical Reviews (MathSciNet): MR2004331

Digital Object Identifier: doi:10.1214/lnms/1215091134

2009 © Institute of Mathematical Statistics

Institute of Mathematical Statistics Lecture Notes - Monograph Series

Institute of Mathematical Statistics Lecture Notes - Monograph Series