Rough path recursions and diffusion approximations (Q259589)
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scientific article; zbMATH DE number 6554525
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| English | Rough path recursions and diffusion approximations |
scientific article; zbMATH DE number 6554525 |
Statements
Rough path recursions and diffusion approximations (English)
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11 March 2016
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stochastic differential equations
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rough path theory
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diffusion limits
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non-semimartingale
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numerical schemes
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0.7204961180686951
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0.7062472701072693
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0.7046753764152527
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0.6931666135787964
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