Key words: Discrete time approximation, Martingale techniques, Non Markovian process.
Keywords
- Brownian Motion
- Discrete Sampling
- Smooth Domain
- Martingale Property
- Markovian Case
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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© 2007 Springer-VerlagBerlinHeidelberg
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Gobet, E., Menozzi, S. (2007). Discrete Sampling of Functionals of Ito Processes. In: Donati-Martin, C., Émery, M., Rouault, A., Stricker, C. (eds) Séminaire de Probabilités XL. Lecture Notes in Mathematics, vol 1899. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-71189-6_19
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DOI: https://doi.org/10.1007/978-3-540-71189-6_19
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-71188-9
Online ISBN: 978-3-540-71189-6
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