Some properties of density functions on maxima of solutions to one-dimensional stochastic differential equations (Q2330408)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some properties of density functions on maxima of solutions to one-dimensional stochastic differential equations |
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Some properties of density functions on maxima of solutions to one-dimensional stochastic differential equations (English)
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22 October 2019
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probability density function
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continuous/discrete time maximum
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Malliavin calculus
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stochastic differential equation
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