Smooth Taboo Density for One-Dimensional Diffusions |
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| Authors: | Lo S F V; Roberts G O |
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| Institution: | Tokyo-Mitsubishi International 6 Broadgate, London EC2M 2AA, violet.lo{at}t-mi.com
Department of Mathematics and Statistics, Lancaster University Lancaster LA1 4YF, g.o.roberts{at}lancaster.ac.uk |
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| Abstract: | The paper is concerned with finding sufficient smoothness conditionson the diffusion and drift coefficient of a one-dimensionalstochastic diffusion to imply the existence and smoothness ofa taboo density. |
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