A second-order weak approximation of SDEs using a Markov chain without Lévy area simulation (Q1713860)
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scientific article; zbMATH DE number 7008425
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A second-order weak approximation of SDEs using a Markov chain without Lévy area simulation |
scientific article; zbMATH DE number 7008425 |
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A second-order weak approximation of SDEs using a Markov chain without Lévy area simulation (English)
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30 January 2019
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stochastic differential equations
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weak approximation
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Markov chain
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