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Boué–Dupuis formula

 Home Mathematics Fields of mathematics Applied mathematics Mathematical finance Stochastic calculus
 0 By others on same topic  0 Discussions  1970-01-01  See my version
The Boué–Dupuis formula is a result in the field of stochastic analysis, particularly in the context of large deviations. It provides a methodology for determining the asymptotic behavior of certain functionals of stochastic processes. The formula is useful in the study of complex systems and processes that exhibit stochastic behavior, such as random walks and diffusion processes.

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