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Regularity of the diffusion coefficient matrix for generalized exclusion process

Yukio Nagahata

Stochastic Processes and their Applications, 2006, vol. 116, issue 6, 957-982

Abstract: In this paper we obtain the smoothness of the diffusion coefficient matrix for the generalized exclusion process.

Keywords: Generalized; exclusion; process; Dual; process (search for similar items in EconPapers)
Date: 2006
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