Weak approximation of a diffusion process in a bounded domain
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Publication:4368879
DOI10.1080/17442509708834131zbMath0893.60032MaRDI QIDQ4368879
Publication date: 10 August 1998
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509708834131
60G50: Sums of independent random variables; random walks
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
65C99: Probabilistic methods, stochastic differential equations
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