An estimate of the rate of convergence of a sequence of additive functionals of difference approximations for a multidimensional diffusion process (Q2944730): Difference between revisions
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| Property / cites work: Theory of stochastic processes. With applications to financial mathematics and risk theory / rank | |||
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| Property / cites work: Local limit theorems for transition densities of Markov chains converging to diffusions / rank | |||
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Latest revision as of 18:16, 10 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An estimate of the rate of convergence of a sequence of additive functionals of difference approximations for a multidimensional diffusion process |
scientific article |
Statements
An estimate of the rate of convergence of a sequence of additive functionals of difference approximations for a multidimensional diffusion process (English)
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8 September 2015
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additive functionals
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difference approximations
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multidimensional diffusion process
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convergence rate
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Markov approximation
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local time
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