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Showing papers by "J. Michael Harrison published in 1984"


Journal ArticleDOI
TL;DR: In this article, the authors consider a two-dimensional diffusion process Z(t) = [Z1, Z2] that lives in the half strip {0 ⩽ Z1 ⩾ 1, 0 ⩼ Z2 < ∞}.

13 citations