Exact approximation rate of killed hypoelliptic diffusions using the discrete Euler scheme (Q2485773): Difference between revisions

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Latest revision as of 14:52, 10 June 2024

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Exact approximation rate of killed hypoelliptic diffusions using the discrete Euler scheme
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    Exact approximation rate of killed hypoelliptic diffusions using the discrete Euler scheme (English)
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    5 August 2005
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    Weak approximation
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    Killed processes
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    Discrete exit time
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    Overshoot above the boundary
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