Numerical Exploration of Dynamic Behavior of Ornstein-Uhlenbeck Processes via Ehrenfest Process Approximation
| Year of publication: |
2006
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|---|---|
| Authors: | Sumita, Ushio ; Gotoh, Jun-ya ; Jin, Hui |
| Published in: |
Journal of the Operations Research Society of Japan : JORSJ. - Tokyo : Soc., ISSN 0453-4514, ZDB-ID 715544x. - Vol. 49.2006, 3, p. 256
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