ON CONTROL OF A DIFFUSION PROCESS UP TO THE TIME OF FIRST EXIT FROM A REGION (Q3964438)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON CONTROL OF A DIFFUSION PROCESS UP TO THE TIME OF FIRST EXIT FROM A REGION |
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ON CONTROL OF A DIFFUSION PROCESS UP TO THE TIME OF FIRST EXIT FROM A REGION (English)
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1982
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diffusion process on a domain
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Girsanov's transformation
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