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