Mudakkar, Syeda Rabab Construction of peculiar diffusion process having Gaussian marginals. (English) Zbl 1346.60129 Commun. Stat., Theory Methods 45, No. 15, 4509-4516 (2016). MSC: 60J60 60G15 60G46 PDFBibTeX XMLCite \textit{S. R. Mudakkar}, Commun. Stat., Theory Methods 45, No. 15, 4509--4516 (2016; Zbl 1346.60129) Full Text: DOI
Mudakkar, Syeda Rabab A necessary characteristic equation of diffusion processes having Gaussian marginals. (English) Zbl 1241.60039 Abstr. Appl. Anal. 2012, Article ID 598590, 9 p. (2012). MSC: 60J60 60H10 PDFBibTeX XMLCite \textit{S. R. Mudakkar}, Abstr. Appl. Anal. 2012, Article ID 598590, 9 p. (2012; Zbl 1241.60039) Full Text: DOI