Rough path recursions and diffusion approximations (Q259589)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rough path recursions and diffusion approximations |
scientific article |
Statements
Rough path recursions and diffusion approximations (English)
0 references
11 March 2016
0 references
stochastic differential equations
0 references
rough path theory
0 references
diffusion limits
0 references
non-semimartingale
0 references
numerical schemes
0 references
0 references
0 references
0 references
0 references
0 references
0 references
