Pseudo-moderate deviations in the euler method for real diffusion process
type: Item
instance of: scholarly article
title: Pseudo-moderate deviations in the euler method for real diffusion process
zbMATH Open document ID: 1004.60026
DOI: 10.1080/10451120290008575
author: Emmanuelle Clément
published in: Stochastics and Stochastic Reports
publication date: 2002-08-08T00:00:00Z
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 1777469
zbMATH Keywords: diffusion process
zbMATH Keywords: large deviations
zbMATH Keywords: discretization scheme
zbMATH Keywords: Euler scheme
MaRDI profile type: MaRDI publication profile
full work available at URL: https://doi.org/10.1080/10451120290008575
OpenAlex ID: W2006703602
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description: scientific article; zbMATH DE number 1777469