Accuracy of discrete approximation for integral functionals of Markov processes (Q340801)
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scientific article; zbMATH DE number 6652937
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| English | Accuracy of discrete approximation for integral functionals of Markov processes |
scientific article; zbMATH DE number 6652937 |
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Accuracy of discrete approximation for integral functionals of Markov processes (English)
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15 November 2016
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Markov process
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integral functional
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strong approximations
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weak approximations
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stochastic differential equation
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locally stable process
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occupation time option
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0.8600742816925049
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0.8393984436988831
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0.7988036870956421
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0.758151650428772
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0.7486803531646729
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