Discrete Sampling of Functionals of Ito Processes (Q5423762): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 02:38, 9 February 2024
scientific article; zbMATH DE number 5207282
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete Sampling of Functionals of Ito Processes |
scientific article; zbMATH DE number 5207282 |
Statements
Discrete Sampling of Functionals of Ito Processes (English)
0 references
31 October 2007
0 references
Itô process
0 references
discrete time approximation
0 references
weak approximation
0 references
non-Markovian process
0 references
martingale techniques
0 references
