Mimicking an Itō process by a solution of a stochastic differential equation

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Publication:363861

DOI10.1214/12-AAP881zbMath1284.60109arXiv1011.0111WikidataQ115240875 ScholiaQ115240875MaRDI QIDQ363861

Gerard Brunick, Steven E. Shreve

Publication date: 5 September 2013

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1011.0111




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