Total variation distance between a jump-equation and its Gaussian approximation (Q2093315)
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scientific article; zbMATH DE number 7613001
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Total variation distance between a jump-equation and its Gaussian approximation |
scientific article; zbMATH DE number 7613001 |
Statements
Total variation distance between a jump-equation and its Gaussian approximation (English)
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7 November 2022
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stochastic differential equations with jumps
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Malliavin calculus
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total variation distance
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Gaussian approximation
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0.7993587851524353
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0.7988671064376831
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0.7763692140579224
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0.7665944695472717
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0.7575002908706665
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