Approximation of First Exit Times of Diffusions and Approximate Solution of Parabolic Equations (Q3308803)
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scientific article; zbMATH DE number 3839063
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| English | Approximation of First Exit Times of Diffusions and Approximate Solution of Parabolic Equations |
scientific article; zbMATH DE number 3839063 |
Statements
Approximation of First Exit Times of Diffusions and Approximate Solution of Parabolic Equations (English)
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1983
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first exit time
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first exit times of time discrete diffusion
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speed of convergence
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