Approximation of transition densities of stochastic differential equations by saddlepoint methods applied to small-time Ito-Taylor sample-path expansions (Q746199): Difference between revisions
From MaRDI portal
Latest revision as of 21:30, 10 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of transition densities of stochastic differential equations by saddlepoint methods applied to small-time Ito-Taylor sample-path expansions |
scientific article |
Statements
Approximation of transition densities of stochastic differential equations by saddlepoint methods applied to small-time Ito-Taylor sample-path expansions (English)
0 references
16 October 2015
0 references
Ito-Taylor expansion
0 references
saddlepoint approximation
0 references
stochastic differential equation
0 references
transition density
0 references
0 references
0 references
0 references
