Weak approximation of a diffusion process in a bounded domain

DOI10.1080/17442509708834131MaRDI QIDQ4368879zbMATH OpenOpenAlexFDO

Authors Grigori N. Milstein

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

zbMATH Keywords

boundary value problemsstochastic differential equationsweak approximation

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Sums of independent random variables; random walks (60G50) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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