Pseudo-moderate deviations in the euler method for real diffusion process

DOI10.1080/10451120290008575MaRDI QIDQ4543515zbMATH OpenOpenAlexFDO

Authors Emmanuelle Clément

Publication date 8 August 2002

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

Full work available at URL https://doi.org/10.1080/10451120290008575

zbMATH Keywords

large deviationsdiffusion processEuler schemediscretization scheme

Mathematics Subject Classification ID

Large deviations (60F10) Diffusion processes (60J60) Brownian motion (60J65)

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Cited in

(3)

• Strong approximations for stochastic differential equations with boundary conditions
• scientific article; zbMATH DE number 2005079 (Why is no real title available?)
• An application of the KMT construction to the pathwise weak error in the Euler approximation of one-dimensional diffusion process with linear diffusion coefficient

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