Strong approximation of Bessel processes
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Publication:6164838
DOI10.1007/s11009-023-09981-6zbMath1514.65006arXiv2106.00397OpenAlexW3167263014MaRDI QIDQ6164838
Samuel Herrmann, Madalina Deaconu
Publication date: 4 July 2023
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2106.00397
Continuous-time Markov processes on general state spaces (60J25) Monte Carlo methods (65C05) Sums of independent random variables; random walks (60G50) Diffusion processes (60J60) Sample path properties (60G17)
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