Weak approximation of a diffusion process in a bounded domain
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Publication:4368879
DOI10.1080/17442509708834131zbMath0893.60032OpenAlexW2016671049MaRDI QIDQ4368879
Publication date: 10 August 1998
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509708834131
Sums of independent random variables; random walks (60G50) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probabilistic methods, stochastic differential equations (65C99)
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