Finite, integrable and bounded time embeddings for diffusions (Q2348736): Difference between revisions
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scientific article
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English | Finite, integrable and bounded time embeddings for diffusions |
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Finite, integrable and bounded time embeddings for diffusions (English)
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15 June 2015
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Skorokhod embedding problem
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stopping times
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time-homogeneous diffusion
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stochastic differential equations
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weak solutions
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