Exact approximation rate of killed hypoelliptic diffusions using the discrete Euler scheme (Q2485773): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact approximation rate of killed hypoelliptic diffusions using the discrete Euler scheme |
scientific article |
Statements
Exact approximation rate of killed hypoelliptic diffusions using the discrete Euler scheme (English)
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5 August 2005
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Weak approximation
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Killed processes
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Discrete exit time
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Overshoot above the boundary
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