Edgeworth type expansions for Euler schemes for stochastic differential equations. (Q4792955): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1515/mcma.2002.8.3.271 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2085051186 / rank | |||
Normal rank |
Latest revision as of 19:54, 19 March 2024
scientific article; zbMATH DE number 1870277
Language | Label | Description | Also known as |
---|---|---|---|
English | Edgeworth type expansions for Euler schemes for stochastic differential equations. |
scientific article; zbMATH DE number 1870277 |
Statements
Edgeworth type expansions for Euler schemes for stochastic differential equations. (English)
0 references
11 January 2004
0 references
ordinary time-homogeneous stochastic differential equations
0 references
Euler-Maruyama method
0 references
Edgeworth type expansions
0 references
approximation of densities
0 references
weak convergence
0 references