Discrete approximations to local times for reflected diffusions

Discrete approximations to local times for reflected diffusions

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Bibliographic Details
Published in:Electronic communications in probability Vol. 21; no. none
Main Author: Fan, Wai-Tong Louis
Format: Journal Article
Language:English
Published: 01-01-2016
Online Access:Get full text
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Description
ISSN:1083-589X
1083-589X
DOI:10.1214/16-ECP4694