Weak convergence of \(h\)-transforms for one-dimensional diffusions (Q504481)
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scientific article; zbMATH DE number 6675248
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| English | Weak convergence of \(h\)-transforms for one-dimensional diffusions |
scientific article; zbMATH DE number 6675248 |
Statements
Weak convergence of \(h\)-transforms for one-dimensional diffusions (English)
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16 January 2017
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excursion theory
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Itô measure
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weak convergence
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0.802497386932373
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0.7596045136451721
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0.752753734588623
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0.7276157736778259
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