Pages that link to "Item:Q3017888"
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The following pages link to Representation of functionals of Ito processes and their first exit times (Q3017888):
Displaying 6 items.
- Degenerate backward SPDEs in bounded domains and applications to barrier options (Q255494) (← links)
- On forward and backward SPDEs with non-local boundary conditions (Q255495) (← 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)
- (Q3247468) (← links)
- On degenerate backward SPDEs in bounded domains under non-local conditions (Q5086462) (← links)
- First Order BSPDEs in Higher Dimension for Optimal Control Problems (Q5347542) (← links)
