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Estimates for the probability that Itô processes remain near a path - MaRDI portal

Estimates for the probability that Itô processes remain near a path (Q554463)

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scientific article; zbMATH DE number 5935929
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Estimates for the probability that Itô processes remain near a path
scientific article; zbMATH DE number 5935929

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    Estimates for the probability that Itô processes remain near a path (English)
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    4 August 2011
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    Itô processes
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    lower bounds for distributions
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    lower bounds for expectations
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