The problem of discrete Markov diffusion leaving an interval (Q333567)
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scientific article; zbMATH DE number 6645604
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The problem of discrete Markov diffusion leaving an interval |
scientific article; zbMATH DE number 6645604 |
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The problem of discrete Markov diffusion leaving an interval (English)
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31 October 2016
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stochastic difference equation
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action functional
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variational problem
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Ornstein-Uhlenbeck process
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