Intrinsic expansions for averaged diffusion processes (Q2360242)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Intrinsic expansions for averaged diffusion processes |
scientific article |
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Intrinsic expansions for averaged diffusion processes (English)
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30 June 2017
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averaged diffusion
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hypoelliptic Kolmogorov operators
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asymptotic expansion
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Asian option
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