A central limit theorem for normalized functions of the increments of a diffusion process, in the presence of round-off errors (Q1361122): Difference between revisions
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scientific article
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English | A central limit theorem for normalized functions of the increments of a diffusion process, in the presence of round-off errors |
scientific article |
Statements
A central limit theorem for normalized functions of the increments of a diffusion process, in the presence of round-off errors (English)
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2 March 1998
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functional limit theorems
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round-off errors
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stochastic differential equations
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