Edgeworth expansion for Euler approximation of continuous diffusion processes (Q2657930): Difference between revisions
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Latest revision as of 08:45, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Edgeworth expansion for Euler approximation of continuous diffusion processes |
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Edgeworth expansion for Euler approximation of continuous diffusion processes (English)
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18 March 2021
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Edgeworth expansion
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diffusion processes
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limit theorems
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Euler scheme
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