Stopped diffusion processes: Boundary corrections and overshoot
Menozzi, S. ; Gobet, E.
HAL, hal-00446315 / Harvested from HAL
International audience
Publié le : 2010-07-05
Classification:  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
@article{hal-00446315,
     author = {Menozzi, S. and Gobet, E.},
     title = {Stopped diffusion processes: Boundary corrections and overshoot},
     journal = {HAL},
     volume = {2010},
     number = {0},
     year = {2010},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00446315}
}
Menozzi, S.; Gobet, E. Stopped diffusion processes: Boundary corrections and overshoot. HAL, Tome 2010 (2010) no. 0, . http://gdmltest.u-ga.fr/item/hal-00446315/