Pages that link to "Item:Q3518571"
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The following pages link to Estimates for first exit times of non-Markovian Itô processes (Q3518571):
Displaying 3 items.
- Degenerate backward SPDEs in bounded domains and applications to barrier options (Q255494) (← links)
- First time to exit of a continuous Itô process: general moment estimates and \({\mathbf{L}}_{1}\)-convergence rate for discrete time approximations (Q527458) (← links)
- On degenerate backward SPDEs in bounded domains under non-local conditions (Q5086462) (← links)