On weak approximations of \((a, b)\)-invariant diffusions (Q870432)
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scientific article; zbMATH DE number 5133093
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| English | On weak approximations of \((a, b)\)-invariant diffusions |
scientific article; zbMATH DE number 5133093 |
Statements
On weak approximations of \((a, b)\)-invariant diffusions (English)
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12 March 2007
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Euler and Milstein approximations
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split-step schemes
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stochastic differential equations
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0.7335379719734192
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0.7236508131027222
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0.7224181294441223
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