1 problem

0 votes0 replies1 view
Asymptotic validity of the boundary-crossing assumption under time discretization
Asymptotic discretization conjecture. We conjecture that this assumption is asymptotically met when the final time interval $[0,T]$ is divided into smaller time intervals with leng…
Conjectureopenboundary-crossing-probabilities girsanov-theorem stochastic-processesarXiv posted 2 days ago

Asymptotic validity of the boundary-crossing assumption under time discretization