Weak approximation of averaged diffusion processes (Q2434489)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Weak approximation of averaged diffusion processes |
scientific article; zbMATH DE number 6255771
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Weak approximation of averaged diffusion processes |
scientific article; zbMATH DE number 6255771 |
Statements
Weak approximation of averaged diffusion processes (English)
0 references
6 February 2014
0 references
asymptotic expansion
0 references
Malliavin calculus
0 references
arithmetic and geometric means
0 references
small diffusion process
0 references
0 references
0.93052685
0 references
0.9294426
0 references
0.91320986
0 references
0 references
0.9016893
0 references
0.9015157
0 references
