Can time-homogeneous diffusions produce any distribution?

Details Can time-homogeneous diffusions produce any distribution? Can time-homogeneous diffusions produce any distribution?

2011-03-22

arxiv.org/abs/1103.4371v1

Mathematics

Probability

Scientific paper

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.

Affiliated with

Also associated with

No associations

Rating

Can time-homogeneous diffusions produce any distribution? does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Can time-homogeneous diffusions produce any distribution?, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Can time-homogeneous diffusions produce any distribution? will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-440125