Asymptotic Equivalence Between Boundary Perturbations and Discrete Exit Times: Application to Simulation Schemes (Q5326101): Difference between revisions
From MaRDI portal
Latest revision as of 17:27, 6 July 2024
scientific article; zbMATH DE number 6193357
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotic Equivalence Between Boundary Perturbations and Discrete Exit Times: Application to Simulation Schemes |
scientific article; zbMATH DE number 6193357 |
Statements
Asymptotic Equivalence Between Boundary Perturbations and Discrete Exit Times: Application to Simulation Schemes (English)
0 references
31 July 2013
0 references
exit from a domain
0 references
boundary perturbation
0 references
stopped diffusion
0 references
scalar Brownian motion
0 references
discrete killing
0 references
simulation schemes
0 references
0 references
0 references
0 references