A multi-dimensional central limit bound and its application to the euler approximation for Lévy-SDEs (Q4629952)
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scientific article; zbMATH DE number 7044367
Language | Label | Description | Also known as |
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English | A multi-dimensional central limit bound and its application to the euler approximation for Lévy-SDEs |
scientific article; zbMATH DE number 7044367 |
Statements
A multi-dimensional central limit bound and its application to the euler approximation for Lévy-SDEs (English)
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28 March 2019
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central limit theorem
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Lévy processes
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stochastic differential equations
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approximations
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