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"On Markov chain approximations for computing boundary crossing ..."

Vincent Liang, Konstantin Borovkov (2023)

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DOI: 10.1017/JPR.2023.11

access: closed

type: Journal Article

metadata version: 2024-01-26

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Vincent Liang, Konstantin Borovkov:
On Markov chain approximations for computing boundary crossing probabilities of diffusion processes. J. Appl. Probab. 60(4): 1386-1415 (2023)

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