Person:6148882

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Available identifiers

zbMath Open liang.vincentMaRDI QIDQ6148882

List of research outcomes





PublicationDate of PublicationType
On extension of the Markov chain approximation method for computing Feynman-Kac type expectations2024-10-31Paper
On Markov chain approximations for computing boundary crossing probabilities of diffusion processes2024-01-12Paper
On extension of the Markov chain approximation method for computing Feynman--Kac type expectations2023-02-22Paper
The G\^ateaux derivative of the curvilinear boundary crossing probability of a diffusion processN/APaper

Research outcomes over time

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