Search Results - "the first exit time"

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  1. 1
    On differentiation of functionals containing the first exit of a diffusion process from a domain

    On differentiation of functionals containing the first exit of a diffusion process from a domain by Gusev, S., Dokuchaev, Nikolai

    Published 2015
    Subjects: Get full text
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  2. 2
    On the dependence of the first exit times on the fluctuations of the domain boundary

    On the dependence of the first exit times on the fluctuations of the domain boundary by Dokuchaev, Nikolai

    Published 2015
    Subjects: Get full text
    Get full text
  3. 3
    Estimates for first exit times of non-Markovian Ito processes

    Estimates for first exit times of non-Markovian Ito processes by Dokuchaev, Nikolai

    Published 2008
    Subjects: “…first exit times…”
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  4. 4
    Representation of functionals of Ito processes and their first exit times

    Representation of functionals of Ito processes and their first exit times by Dokuchaev, Nikolai

    Published 2011
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  5. 5
    Degenerate backward SPDEs in bounded domains and applications to barrier options

    Degenerate backward SPDEs in bounded domains and applications to barrier options by Dokuchaev, Nikolai

    Published 2015
    Subjects: Get full text

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