Asymptotic Equivalence Between Boundary Perturbations and Discrete Exit Times: Application to Simulation Schemes (Q5326101): Difference between revisions
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Revision as of 20:56, 19 March 2024
scientific article; zbMATH DE number 6193357
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Equivalence Between Boundary Perturbations and Discrete Exit Times: Application to Simulation Schemes |
scientific article; zbMATH DE number 6193357 |
Statements
Asymptotic Equivalence Between Boundary Perturbations and Discrete Exit Times: Application to Simulation Schemes (English)
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31 July 2013
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exit from a domain
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boundary perturbation
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stopped diffusion
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scalar Brownian motion
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discrete killing
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simulation schemes
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