A free boundary characterisation of the Root barrier for Markov processes.
Autor: | Gassiat, Paul1 (AUTHOR), Oberhauser, Harald2 (AUTHOR), Zou, Christina Z.2 (AUTHOR) christina.zou@maths.ox.ac.uk |
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Zdroj: | Probability Theory & Related Fields. Jun2021, Vol. 180 Issue 1/2, p33-69. 37p. |
Databáze: | Academic Search Ultimate |
Externí odkaz: |