Weak approximation of averaged diffusion processes (Q2434489): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak approximation of averaged diffusion processes |
scientific article |
Statements
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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