Edgeworth expansion for Euler approximation of continuous diffusion processes (Q2657930)
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scientific article; zbMATH DE number 7325631
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Edgeworth expansion for Euler approximation of continuous diffusion processes |
scientific article; zbMATH DE number 7325631 |
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Edgeworth expansion for Euler approximation of continuous diffusion processes (English)
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18 March 2021
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Edgeworth expansion
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diffusion processes
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limit theorems
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Euler scheme
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0.8591250777244568
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0.8352715969085693
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0.8289647698402405
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0.8019399642944336
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