A central limit theorem for normalized functions of the increments of a diffusion process, in the presence of round-off errors (Q1361122)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A central limit theorem for normalized functions of the increments of a diffusion process, in the presence of round-off errors |
scientific article |
Statements
A central limit theorem for normalized functions of the increments of a diffusion process, in the presence of round-off errors (English)
0 references
2 March 1998
0 references
functional limit theorems
0 references
round-off errors
0 references
stochastic differential equations
0 references
