Asymptotic Behavior of Solutions of Some Difference Equations Defined by Weakly Dependent Random Vectors (Q3448338)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Behavior of Solutions of Some Difference Equations Defined by Weakly Dependent Random Vectors |
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Asymptotic Behavior of Solutions of Some Difference Equations Defined by Weakly Dependent Random Vectors (English)
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23 October 2015
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difference equation
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weakly dependent random variables
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Euler-Maruyama scheme
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Black-Scholes-type stochastic differential equation
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