Diffusions on the simplex from Brownian motions on hypersurfaces
Steven N. Evans
Source:
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
Institute of Mathematical Statistics Lecture Notes - Monograph Series