Integration by parts formula for killed processes: a point of view from approximation theory (Q2274216)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integration by parts formula for killed processes: a point of view from approximation theory |
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Integration by parts formula for killed processes: a point of view from approximation theory (English)
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19 September 2019
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expansions
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stochastic differential equations
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killed process
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integration by parts
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Monte Carlo simulation
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