Well-timed diffusion approximations (Q3909782): Difference between revisions
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Revision as of 21:16, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Well-timed diffusion approximations |
scientific article |
Statements
Well-timed diffusion approximations (English)
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1981
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Levy process
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asymptotic well-timed approximation
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well-timed diffusion approximation
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stopping times
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embedding of right-continuous martingales in Brownian motion
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