Weak approximation of averaged diffusion processes (Q2434489): Difference between revisions

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Latest revision as of 07:43, 7 July 2024

scientific article
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Weak approximation of averaged diffusion processes
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    Weak approximation of averaged diffusion processes (English)
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    6 February 2014
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    asymptotic expansion
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    Malliavin calculus
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    arithmetic and geometric means
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    small diffusion process
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