Edgeworth expansion for Euler approximation of continuous diffusion processes (Q2657930)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Edgeworth expansion for Euler approximation of continuous diffusion processes |
scientific article |
Statements
Edgeworth expansion for Euler approximation of continuous diffusion processes (English)
0 references
18 March 2021
0 references
Edgeworth expansion
0 references
diffusion processes
0 references
limit theorems
0 references
Euler scheme
0 references
0 references
0 references
0 references
0 references