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Bismut-Elworthy-Li Formulae for Bessel Processes - MaRDI portal

Bismut-Elworthy-Li Formulae for Bessel Processes (Q5126592)

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scientific article; zbMATH DE number 7262366
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Bismut-Elworthy-Li Formulae for Bessel Processes
scientific article; zbMATH DE number 7262366

    Statements

    title
    Bismut-Elworthy-Li Formulae for Bessel Processes (English)
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    author
    Henri Elad Altman
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    publication date
    20 October 2020
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    zbMATH Keywords
    Bismut-Elworthy-Li formula
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    strong Feller property
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    Bessel processes
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    Identifiers

    zbMATH DE Number
    7262366
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    OpenAlex ID
    W2605795660
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    arXiv ID
    1704.04423
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