TRIVARIATE DENSITY OF BROWNIAN-MOTION, ITS LOCAL AND OCCUPATION TIMES, WITH APPLICATION TO STOCHASTIC-CONTROL

• 成果类型: Article
• 署名作者: KARATZAS, I; SHREVE, SE
• 署名单位: Carnegie Mellon University
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/aop/1176993230
• 发表日期: 1984
• 页码: 819-828