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Heavy traffic limit with discontinuous coefficients via a non-standard semimartingale decomposition

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Atar, Rami, Miyazawa, Masakiyo
Format:	Preprint
Publié:	2025
Sujets:	Probability 60K25, 60H10, 60H30
Accès en ligne:	Acceder al recurso
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