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