Well-timed diffusion approximations (Q3909782): Difference between revisions

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Latest revision as of 00:43, 20 March 2024

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Well-timed diffusion approximations
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    Well-timed diffusion approximations (English)
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    1981
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    Levy process
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    asymptotic well-timed approximation
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    well-timed diffusion approximation
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    stopping times
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    embedding of right-continuous martingales in Brownian motion
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