Asymptotic Behavior of Solutions of Some Difference Equations Defined by Weakly Dependent Random Vectors (Q3448338)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Asymptotic Behavior of Solutions of Some Difference Equations Defined by Weakly Dependent Random Vectors |
scientific article; zbMATH DE number 6497861
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asymptotic Behavior of Solutions of Some Difference Equations Defined by Weakly Dependent Random Vectors |
scientific article; zbMATH DE number 6497861 |
Statements
Asymptotic Behavior of Solutions of Some Difference Equations Defined by Weakly Dependent Random Vectors (English)
0 references
23 October 2015
0 references
difference equation
0 references
weakly dependent random variables
0 references
Euler-Maruyama scheme
0 references
Black-Scholes-type stochastic differential equation
0 references
0 references
0.7595923
0 references
0.75796276
0 references
0.74136454
0 references
0.7346046
0 references
0.73316956
0 references
0.7176765
0 references
0.7157241
0 references
0.71544766
0 references
0.7138986
0 references
