Can time-homogeneous diffusions produce any distribution?

Author:

Ekström Erik,Hobson David,Janson Svante,Tysk Johan

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis

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4. Delbaen F., Shirakawa H.: No arbitrage condition for positive diffusion price processes. Asia Pac. Financ. Mark. 9, 159–168 (2002)

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