On the mean-square approximation of a diffusion process in a bounded domain

DOI10.1080/17442509808834165MaRDI QIDQ4510200zbMATH OpenOpenAlexFDO

Authors Grigori N. Milstein

Publication date 23 October 2000

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509808834165

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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