Approximation of Markov semigroups in total variation distance under an irregular setting: an application to the CIR process (Q1713467)
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scientific article; zbMATH DE number 7006794
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| English | Approximation of Markov semigroups in total variation distance under an irregular setting: an application to the CIR process |
scientific article; zbMATH DE number 7006794 |
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Approximation of Markov semigroups in total variation distance under an irregular setting: an application to the CIR process (English)
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25 January 2019
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Markov semigroups
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CIR process
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0.8059463500976562
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0.7400705218315125
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0.7339672446250916
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0.730521023273468
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0.7298128008842468
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