Bismut-Elworthy-Li formulae for Bessel processes (Q5126592)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7262366
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Bismut-Elworthy-Li formulae for Bessel processes |
scientific article; zbMATH DE number 7262366 |
Statements
Bismut-Elworthy-Li Formulae for Bessel Processes (English)
0 references
20 October 2020
0 references
Bismut-Elworthy-Li formula
0 references
strong Feller property
0 references
Bessel processes
0 references
0.779443085193634
0 references
0.7569246292114258
0 references
0.7505691647529602
0 references
0.7313421964645386
0 references
