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Integral and local limit theorems for level crossings of diffusions and the Skorohod problem
Łochowski, Rafał Marcin; Warsaw School of Economics and Prince Mohammad Bin Fahd University - Ghomrasni, Raouf; The African Institute for Mathematical Sciences and University of Stellenbosch
Formato: Peer-reviewed Article
Enlaces:
Fecha: 2014-01-02
Recurso: Electronic journal of probability