Tail distribution estimates for one-dimensional diffusion processes (Q2320182)
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scientific article; zbMATH DE number 7096933
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| English | Tail distribution estimates for one-dimensional diffusion processes |
scientific article; zbMATH DE number 7096933 |
Statements
Tail distribution estimates for one-dimensional diffusion processes (English)
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21 August 2019
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diffusion process
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tail distribution
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Malliavin calculus
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CIR model
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0.9066248
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0.89324427
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0.89235723
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