Approximation of transition densities of stochastic differential equations by saddlepoint methods applied to small-time Ito-Taylor sample-path expansions (Q746199)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of transition densities of stochastic differential equations by saddlepoint methods applied to small-time Ito-Taylor sample-path expansions |
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Approximation of transition densities of stochastic differential equations by saddlepoint methods applied to small-time Ito-Taylor sample-path expansions (English)
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16 October 2015
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Ito-Taylor expansion
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saddlepoint approximation
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stochastic differential equation
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transition density
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