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04/08/2021
Projection scheme for polynomial diffusions on the unit ball
In this article, we consider numerical schemes for polynomial diffusions...
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05/07/2020
Multi-dimensional Avikainen's estimates
Avikainen proved the estimate E[|f(X)-f(X)|^q] ≤ C(p,q) E[|X-X|^p]^1/p+1...
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01/16/2020
