ESSAYS ON STRONG AND WEAK APPROXIMATIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS (Q6046812)

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scientific article; zbMATH DE number 7734869
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ESSAYS ON STRONG AND WEAK APPROXIMATIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS
scientific article; zbMATH DE number 7734869

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    ESSAYS ON STRONG AND WEAK APPROXIMATIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS (English)
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    6 September 2023
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    stochastic differential equations
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    approximation schemes
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    convergence
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    density estimates
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    diffusion
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    parametrix method
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