Mirror and synchronous couplings of geometric Brownian motions (Q2434755)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mirror and synchronous couplings of geometric Brownian motions |
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Mirror and synchronous couplings of geometric Brownian motions (English)
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7 February 2014
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mirror and synchronous coupling
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coupling time
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geometric Brownian motions
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efficient coupling
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optimal coupling
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Bellman's principle
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