Estimates for the probability that Itô processes remain near a path
DOI10.1016/j.spa.2011.05.004zbMath1223.60035OpenAlexW2032108593MaRDI QIDQ554463
Ana Meda, Vlad Bally, Begoña Fernández Fernández
Publication date: 4 August 2011
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2011.05.004
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Sample path properties (60G17) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
Related Items (2)
Cites Work
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