On Skorokhod embeddings and Poisson equations (Q2330463)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Skorokhod embeddings and Poisson equations |
scientific article |
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On Skorokhod embeddings and Poisson equations (English)
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22 October 2019
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Fokker-Planck equation
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Lévy process
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Markov process
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Skorokhod embedding problem
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random time-change
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