Transition density estimation for stochastic differential equations via forward-reverse represen\-ta\-tions (Q1769777): Difference between revisions

@@ Property / author @@
-John G. M. Schoenmakers
@@ Property / author: John G. M. Schoenmakers / rank @@
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@@ Property / author @@
+John G. M. Schoenmakers
@@ Property / author: John G. M. Schoenmakers / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.3150/bj/1082380220
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@@ Property / OpenAlex ID @@
+W2032894334
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@@ Property / cites work @@
+The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function
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