On time-dependent boundary crossing probabilities of diffusion processes as differentiable functionals of the boundary

Fuente: arXiv

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Bibliographic Details
Main Authors:	Liang, Vincent, Borovkov, Konstantin
Format:	Preprint
Published:	2024
Subjects:	Probability 60J60 (Primary) 60G40, 60G46 (Secondary)
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2401.16787