Geodesic
On differentiation of functionals containing the first exit of a diffusion process from a domain
Teoriâ veroâtnostej i ee primeneniâ, Tome 59 (2014) no. 1, pp. 159-168

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     author = {S. A. Gusev and N. G. Dokuchaev},
     title = {On differentiation of functionals containing the first exit of a diffusion process from a domain},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {159--168},
     publisher = {mathdoc},
     volume = {59},
     number = {1},
     year = {2014},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2014_59_1_a8/}
}
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S. A. Gusev; N. G. Dokuchaev. On differentiation of functionals containing the first exit of a diffusion process from a domain. Teoriâ veroâtnostej i ee primeneniâ, Tome 59 (2014) no. 1, pp. 159-168. http://geodesic.mathdoc.fr/item/TVP_2014_59_1_a8/