An estimate of the rate of convergence of a sequence of additive functionals of difference approximations for a multidimensional diffusion process (Q2944730): Difference between revisions

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An estimate of the rate of convergence of a sequence of additive functionals of difference approximations for a multidimensional diffusion process
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    An estimate of the rate of convergence of a sequence of additive functionals of difference approximations for a multidimensional diffusion process (English)
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    8 September 2015
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    additive functionals
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    difference approximations
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    multidimensional diffusion process
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    convergence rate
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    Markov approximation
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    local time
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