On Differentiation of Functionals Containing the First Exit of a Diffusion Process from a Domain (Q5252477)
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scientific article; zbMATH DE number 6441824
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Differentiation of Functionals Containing the First Exit of a Diffusion Process from a Domain |
scientific article; zbMATH DE number 6441824 |
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On Differentiation of Functionals Containing the First Exit of a Diffusion Process from a Domain (English)
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2 June 2015
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diffusion process
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first exit time
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absorbing boundary
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differentiation with respect to parameters
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