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We present a systematic method for computing explicit approximations to martingale representations for a large class of Brownian functionals.
Weak Approximation of Martingale Representations
【摘 要】
：
We present a systematic method for computing explicit approximations to martingale representations for a large class of Brownian functionals.
【机 构】
：
Univ.Paris 6
【出 处】
：
第八届工业与应用数学国际大会
【发表日期】
：
2015年期
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