Predicting integrals of diffusion processes (Q1591279)

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Predicting integrals of diffusion processes
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    title
    Predicting integrals of diffusion processes (English)
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    author
    Montserrat Fuentes
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    publication date
    8 April 2001
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    Mathematics Subject Classification ID
    62M20
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    62M40
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    41A25
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    zbMATH DE Number
    1546711
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    zbMATH Keywords
    fixed-domain asymptotics
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    infill asymptotics
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    numerical integration
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    diffusion process
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