Asymptotic Equivalence Between Boundary Perturbations and Discrete Exit Times: Application to Simulation Schemes
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Publication:5326101
DOI10.1007/978-3-642-27440-4_4zbMath1274.60245MaRDI QIDQ5326101
Publication date: 31 July 2013
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-27440-4_4
boundary perturbation; simulation schemes; stopped diffusion; exit from a domain; scalar Brownian motion; discrete killing
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