Accuracy of discrete approximation for integral functionals of Markov processes (Q340801)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accuracy of discrete approximation for integral functionals of Markov processes |
scientific article |
Statements
Accuracy of discrete approximation for integral functionals of Markov processes (English)
0 references
15 November 2016
0 references
Markov process
0 references
integral functional
0 references
strong approximations
0 references
weak approximations
0 references
stochastic differential equation
0 references
locally stable process
0 references
occupation time option
0 references
0 references
0 references
0 references
0 references
