Strong approximation of Bessel processes (Q6164838)

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scientific article; zbMATH DE number 7706924
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Strong approximation of Bessel processes
scientific article; zbMATH DE number 7706924

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    Strong approximation of Bessel processes (English)
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    4 July 2023
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    \(\varepsilon\)-strong approximation
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    path simulation
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    Bessel process
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    Brownian exit time
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