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Another method for solving the problem of stochastic process switching - MaRDI portal

Another method for solving the problem of stochastic process switching (Q5894576)

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scientific article; zbMATH DE number 983590
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Another method for solving the problem of stochastic process switching
scientific article; zbMATH DE number 983590

    Statements

    Another method for solving the problem of stochastic process switching (English)
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    27 February 1997
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    Absorbing barriers
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    Girsanov theorem
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    Exchange rate
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