- Published 2003

We study a singular di$usion on Euclidean space which is characterized by the solution of a classical Itô stochastic di$erential equation in which the di$usion coe2cient is not necessarily of full rank. Our motivation is in earlier results of Basak (J. Multivariate Anal. 39 (1991) 44) and Basak and Bhattacharya (Ann. Probab. 20 (1992) 312), who establish… (More)

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