Another method for solving the problem of stochastic process switching (Q5894576)
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scientific article; zbMATH DE number 983590
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Another method for solving the problem of stochastic process switching |
scientific article; zbMATH DE number 983590 |
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Another method for solving the problem of stochastic process switching (English)
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27 February 1997
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Absorbing barriers
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Girsanov theorem
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Exchange rate
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