An estimate of the rate of convergence of a sequence of additive functionals of difference approximations for a multidimensional diffusion process (Q2944730)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An estimate of the rate of convergence of a sequence of additive functionals of difference approximations for a multidimensional diffusion process |
scientific article |
Statements
An estimate of the rate of convergence of a sequence of additive functionals of difference approximations for a multidimensional diffusion process (English)
0 references
8 September 2015
0 references
additive functionals
0 references
difference approximations
0 references
multidimensional diffusion process
0 references
convergence rate
0 references
Markov approximation
0 references
local time
0 references
