This article is cited in 1 paper

Short Communications

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

S. A. Gusev^a, N. G. Dokuchaev<sup>b

a</sup> Institute of Computational Mathematics and Mathematical Geophysics (Computing Center), Siberian Branch of the Russian Academy of Sciences, Novosibirsk
^b Curtin University

Received: 12.03.2012
Revised: 11.12.2013

DOI: 10.4213/tvp4555

 English version: Theory of Probability and its Applications, 2015, 59:1, 136–144

Bibliographic databases:

• 
• 
• 
•