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Weak uniqueness for the PDE governing the joint law of a diffusion and its running supremum

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Coutin, Laure, Huang, Lorick, Pontier, Monique
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Analysis of PDEs
Accesso online:	Acceder al recurso
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