Binomial approximation of Brownian motion and its maximum (Q1771464): Difference between revisions

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+Exact asymptotics for the probability of exit from a domain and applications to simulation
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+Asymptotics of hitting probabilities for general one-dimensional pinned diffusions
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+Weak approximation of killed diffusion using Euler schemes.
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+Q4794126
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+Expansion of the global error for numerical schemes solving stochastic differential equations
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+The rate of convergence of the binomial tree scheme
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+Publication:1771464