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Teoriya Veroyatnostei i ee Primeneniya, 2014, Volume 59, Issue 1, Pages 159–168
DOI: https://doi.org/10.4213/tvp4555 (Mi tvp4555) 		 
This article is cited in 1 scientific paper (total in 1 paper)

Short Communications

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

S. A. Guseva, N. G. Dokuchaevb

a Institute of Computational Mathematics and Mathematical Geophysics (Computing Center), Siberian Branch of the Russian Academy of Sciences, Novosibirsk
b Curtin University
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DOI: https://doi.org/10.4213/tvp4555
Received: 12.03.2012
Revised: 11.12.2013
English version:
Theory of Probability and its Applications, 2015, Volume 59, Issue 1, Pages 136–144
DOI: https://doi.org/10.1137/S0040585X97986965
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: S. A. Gusev, N. G. Dokuchaev, “On differentiation of functionals containing the first exit of a diffusion process from a domain”, Teor. Veroyatnost. i Primenen., 59:1 (2014), 159–168; Theory Probab. Appl., 59:1 (2015), 136–144
Citation in format AMSBIB
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  • https://doi.org/10.4213/tvp4555
  • https://www.mathnet.ru/eng/tvp/v59/i1/p159
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
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