Re: When agents cross paths?

[Bohdan DURNOTA]

> problems in continuous space. The general area of diffusion processes, dealing
> as it does with extensions of Brownian motion processes, includes many results
> on related issues in process paths which cross - the classic text is Ito 
> and McKean, "Diffusion Processes and their Sample Spaces", but a more 
> readable 
Just a small correction - Ito's book is "Diffusion Processes and their Sample 
Paths".

... Bohdan


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Bohdan Durnota
Department of Computer Science          Parkville 3052
Melbourne University                    Australia

email:  address@hidden
phone:  +61-3-93449116
fax:    +61-3-93481184

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