Weak approximation of averaged diffusion processes (Q2434489): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.spa.2013.08.007 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1966829836 / rank | |||
Normal rank | |||
Revision as of 21:41, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak approximation of averaged diffusion processes |
scientific article |
Statements
Weak approximation of averaged diffusion processes (English)
0 references
6 February 2014
0 references
asymptotic expansion
0 references
Malliavin calculus
0 references
arithmetic and geometric means
0 references
small diffusion process
0 references
