On the weak approximation of a skew diffusion by an Euler-type scheme
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Publication:1697028
DOI10.3150/16-BEJ909zbMath1429.60052arXiv1609.09335OpenAlexW2963151922MaRDI QIDQ1697028
Publication date: 15 February 2018
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.09335
Random fields (60G60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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