Parametrix method for the first hitting time of an elliptic diffusion with irregular coefficients (Q5086623)
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scientific article; zbMATH DE number 7553824
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| English | Parametrix method for the first hitting time of an elliptic diffusion with irregular coefficients |
scientific article; zbMATH DE number 7553824 |
Statements
Parametrix method for the first hitting time of an elliptic diffusion with irregular coefficients (English)
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6 July 2022
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killed diffusion
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parametrix expansion
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first hitting time
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density estimates
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unbiased simulation
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0.7196372151374817
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0.7141641974449158
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0.7131906151771545
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