Edgeworth type expansions for Euler schemes for stochastic differential equations. (Q4792955)
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scientific article; zbMATH DE number 1870277
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Edgeworth type expansions for Euler schemes for stochastic differential equations. |
scientific article; zbMATH DE number 1870277 |
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Edgeworth type expansions for Euler schemes for stochastic differential equations. (English)
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11 January 2004
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ordinary time-homogeneous stochastic differential equations
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Euler-Maruyama method
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Edgeworth type expansions
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approximation of densities
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weak convergence
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