An integral equation for Root's barrier and the generation of Brownian increments (Q2354891)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An integral equation for Root's barrier and the generation of Brownian increments |
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Statements
An integral equation for Root's barrier and the generation of Brownian increments (English)
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27 July 2015
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Skorokhod embedding problem
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Root's barrier
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integral equation
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free boundaries
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Brownian motion
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simulation
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