Accuracy of discrete approximation for integral functionals of Markov processes (Q340801)

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Accuracy of discrete approximation for integral functionals of Markov processes
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    Accuracy of discrete approximation for integral functionals of Markov processes (English)
    15 November 2016
    Markov process
    integral functional
    strong approximations
    weak approximations
    stochastic differential equation
    locally stable process
    occupation time option

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