Accuracy of discrete approximation for integral functionals of Markov processes (Q340801): Difference between revisions
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| Property / author: Alexei M. Kulik / rank | |||
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| Property / Mathematics Subject Classification ID: 60J25 / rank | |||
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| Property / Mathematics Subject Classification ID: 60J55 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H07 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G52 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H35 / rank | |||
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| Property / Mathematics Subject Classification ID: 91G20 / rank | |||
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| Property / zbMATH DE Number: 6652937 / rank | |||
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| Property / zbMATH Keywords | |||
Markov process | |||
| Property / zbMATH Keywords: Markov process / rank | |||
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integral functional | |||
| Property / zbMATH Keywords: integral functional / rank | |||
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strong approximations | |||
| Property / zbMATH Keywords: strong approximations / rank | |||
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weak approximations | |||
| Property / zbMATH Keywords: weak approximations / rank | |||
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stochastic differential equation | |||
| Property / zbMATH Keywords: stochastic differential equation / rank | |||
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locally stable process | |||
| Property / zbMATH Keywords: locally stable process / rank | |||
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occupation time option | |||
| Property / zbMATH Keywords: occupation time option / rank | |||
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Revision as of 06:08, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accuracy of discrete approximation for integral functionals of Markov processes |
scientific article |
Statements
Accuracy of discrete approximation for integral functionals of Markov processes (English)
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15 November 2016
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Markov process
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integral functional
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strong approximations
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weak approximations
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stochastic differential equation
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locally stable process
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occupation time option
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