Extrapolation Methods for the Weak Approximation of Ito Diffusions (Q4857623)
From MaRDI portal
scientific article; zbMATH DE number 821956
Language | Label | Description | Also known as |
---|---|---|---|
English | Extrapolation Methods for the Weak Approximation of Ito Diffusions |
scientific article; zbMATH DE number 821956 |
Statements
Extrapolation Methods for the Weak Approximation of Ito Diffusions (English)
0 references
8 July 1997
0 references
stochastic differential equations
0 references
weak approximations
0 references
extrapolation methods
0 references