Weak approximation rates for integral functionals of Markov processes (Q340781)

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Weak approximation rates for integral functionals of Markov processes
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    Weak approximation rates for integral functionals of Markov processes (English)
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    15 November 2016
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    Markov processes
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    integral functionals
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    weak approximation rates
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    Feynman-Kac formula
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    occupation-time option
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