Representation of functionals of Ito processes and their first exit times (Q3017888): Difference between revisions
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Revision as of 16:32, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Representation of functionals of Ito processes and their first exit times |
scientific article |
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Representation of functionals of Ito processes and their first exit times (English)
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20 July 2011
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stochastic processes
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Itô processes
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SPDEs
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backward SPDEs
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first exit times
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representation theorem
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