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We produce uniform and decaying bounds in time for derivatives of the solution to the backwards Kolmogorov equation associated to a stochastic processes governed by a time dependent dynamics. These hold under assumptions over the integrability proper
Externí odkaz:
http://arxiv.org/abs/2207.12871
Autor:
Lefter, Maria
This thesis is split in three parts, all of which obtain derivative estimates for the solution to the backward Kolmogorov equation associated to diverse stochastic process and study their application to uniform weak error bounds. More specifically, t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0ad0d28c03db76b3844d8885a9eb88ab
https://hdl.handle.net/1842/40573
https://hdl.handle.net/1842/40573