An integral equation for Root's barrier and the generation of Brownian increments (Q2354891): Difference between revisions

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Latest revision as of 09:44, 30 July 2024

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An integral equation for Root's barrier and the generation of Brownian increments
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    An integral equation for Root's barrier and the generation of Brownian increments (English)
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    27 July 2015
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    Skorokhod embedding problem
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    Root's barrier
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    integral equation
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    free boundaries
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    Brownian motion
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    simulation
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