The G\^ateaux derivative of the curvilinear boundary crossing probability of a diffusion process
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Publication:6519488
arXiv2401.16787MaRDI QIDQ6519488FDOQ6519488
Authors: K. Borovkov 
Diffusion processes (60J60) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales and classical analysis (60G46)
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