Standard Article

Diffusion Processes

Probability Theory

  1. Michael Sørensen

Published Online: 15 SEP 2006

DOI: 10.1002/9780470012505.tad022

Encyclopedia of Actuarial Science

Encyclopedia of Actuarial Science

How to Cite

Sørensen, M. 2006. Diffusion Processes. Encyclopedia of Actuarial Science. 1.

Author Information

  1. University of Copenhagen, Department of Applied Mathematics and Statistics, Denmark

Publication History

  1. Published Online: 15 SEP 2006

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