Stopped diffusion processes: Boundary corrections and overshoot

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https://hal.archives-ouvertes.fr/hal-00446315
Contributor : Serena Benassù <>
Submitted on : Tuesday, January 12, 2010 - 2:38:08 PM
Last modification on : Tuesday, May 14, 2019 - 10:58:01 AM

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  • HAL Id : hal-00446315, version 1

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S. Menozzi, E. Gobet. Stopped diffusion processes: Boundary corrections and overshoot. Stochastic Processes and their Applications, Elsevier, 2010, 120 (2), pp.130-162. ⟨hal-00446315⟩

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