Construction of peculiar diffusion process having Gaussian marginals (Q2816434)
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scientific article; zbMATH DE number 6618662
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Construction of peculiar diffusion process having Gaussian marginals |
scientific article; zbMATH DE number 6618662 |
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Construction of peculiar diffusion process having Gaussian marginals (English)
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22 August 2016
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diffusion process
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Gaussian marginals
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truncation
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Foster-Lyapunov criterion
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