Small-time approximation of the transition density for diffusions with singularities. Application to the Wright-Fisher model
Fuente:
arXiv
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| Main Authors: | Roa, Tania, Fariello, María Inés, Martínez, Gerardo, León, José |
|---|---|
| Format: | Preprint |
| Published: |
2022
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| Online Access: | |
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