Parametrix method for the first hitting time of an elliptic diffusion with irregular coefficients (Q5086623)
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scientific article; zbMATH DE number 7553824
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parametrix method for the first hitting time of an elliptic diffusion with irregular coefficients |
scientific article; zbMATH DE number 7553824 |
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Parametrix method for the first hitting time of an elliptic diffusion with irregular coefficients (English)
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6 July 2022
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killed diffusion
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parametrix expansion
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first hitting time
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density estimates
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unbiased simulation
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