Can time-homogeneous diffusions produce any distribution?
نویسندگان
چکیده
منابع مشابه
Can Time-homogeneous Diffusions Produce Any Distribution?
Given a centred distribution, can one find a time-homogeneous martingale diffusion starting at zero which has the given law at time 1? We answer the question affirmatively if generalized diffusions are allowed.
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ژورنال
عنوان ژورنال: Probability Theory and Related Fields
سال: 2011
ISSN: 0178-8051,1432-2064
DOI: 10.1007/s00440-011-0405-0