Perpetual integral functionals of diffusions and their numerical computations (Q5436617)
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scientific article; zbMATH DE number 5227637
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| English | Perpetual integral functionals of diffusions and their numerical computations |
scientific article; zbMATH DE number 5227637 |
Statements
17 January 2008
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perpetual integral functionals of diffusions
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hitting times
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numerical algorithms
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Crank-Nikolson scheme
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Euler scheme
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0.8383824229240417
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0.7590019106864929
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0.7588693499565125
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0.7442426085472107
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0.7353093028068542
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