Approximations of non-smooth integral type functionals of one dimensional diffusion processes (Q401462)
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scientific article; zbMATH DE number 6334619
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| English | Approximations of non-smooth integral type functionals of one dimensional diffusion processes |
scientific article; zbMATH DE number 6334619 |
Statements
Approximations of non-smooth integral type functionals of one dimensional diffusion processes (English)
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27 August 2014
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non-smooth functionals of one-dimensional diffusions
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occupation time
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local time
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approximation
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diffusion process
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convergence
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0.8157063126564026
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0.7945556640625
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0.7803469896316528
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0.770280659198761
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0.7669081687927246
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