Intrinsic expansions for averaged diffusion processes (Q2360242): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Created claim: MaRDI profile type (P1460): Publication (Q5976449), #quickstatements; #temporary_batch_1710401496743 |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: Publication / rank | |||
Normal rank |
Revision as of 08:40, 14 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Intrinsic expansions for averaged diffusion processes |
scientific article |
Statements
Intrinsic expansions for averaged diffusion processes (English)
0 references
30 June 2017
0 references
averaged diffusion
0 references
hypoelliptic Kolmogorov operators
0 references
asymptotic expansion
0 references
Asian option
0 references