Strong diffusion approximation in averaging and value computation in Dynkin's games (Q6126100): Difference between revisions

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Latest revision as of 20:43, 29 August 2024

scientific article; zbMATH DE number 7829139
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English
Strong diffusion approximation in averaging and value computation in Dynkin's games
scientific article; zbMATH DE number 7829139

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    Strong diffusion approximation in averaging and value computation in Dynkin's games (English)
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    9 April 2024
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    averaging
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    diffusion approximation
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    \(\phi\)-mixing
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    Dynkin game
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