Discrete Sampling of Functionals of Ito Processes (Q5423762)
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scientific article; zbMATH DE number 5207282
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete Sampling of Functionals of Ito Processes |
scientific article; zbMATH DE number 5207282 |
Statements
Discrete Sampling of Functionals of Ito Processes (English)
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31 October 2007
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Itô process
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discrete time approximation
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weak approximation
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non-Markovian process
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martingale techniques
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