Exact approximation rate of killed hypoelliptic diffusions using the discrete Euler scheme (Q2485773)
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: Exact approximation rate of killed hypoelliptic diffusions using the discrete Euler scheme |
scientific article; zbMATH DE number 2192512
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Exact approximation rate of killed hypoelliptic diffusions using the discrete Euler scheme |
scientific article; zbMATH DE number 2192512 |
Statements
Exact approximation rate of killed hypoelliptic diffusions using the discrete Euler scheme (English)
0 references
5 August 2005
0 references
Weak approximation
0 references
Killed processes
0 references
Discrete exit time
0 references
Overshoot above the boundary
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8687707781791687
0 references
0.8631150722503662
0 references
0.7726356983184814
0 references
0.7704354524612427
0 references
0.7464178800582886
0 references
