On the weak approximation of a skew diffusion by an Euler-type scheme (Q1697028): Difference between revisions

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Latest revision as of 09:39, 30 July 2024

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On the weak approximation of a skew diffusion by an Euler-type scheme
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    On the weak approximation of a skew diffusion by an Euler-type scheme (English)
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    15 February 2018
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    Euler scheme
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    Gaussian bounds
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    skew diffusion
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    weak error
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