Finite, integrable and bounded time embeddings for diffusions (Q2348736): Difference between revisions

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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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