NON-LINEAR INTERPOLATION OF COMPONENTS OF MARKOV DIFFUSION PROCESSES (DIRECT EQUATIONS, EFFECTIVE FORMULAS)

被引：5

|

作者：

LIPTSER, RS

SHIRYAEV, AN

机构：

来源：

THEORY OF PROBILITY AND ITS APPLICATIONS,USSR | 1968年 / 13卷 / 04期

关键词：

D O I：

10.1137/1113074

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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页码：564 / &

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