Pages that link to "Item:Q1069555"
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The following pages link to Weak convergence of semimartingales and discretisation methods (Q1069555):
Displaying 9 items.
- Exact simulation of jump-diffusion processes with Monte Carlo applications (Q660166) (← links)
- A survey of numerical methods for stochastic differential equations (Q914251) (← links)
- Weak approximation of SDEs by discrete-time processes (Q936986) (← links)
- Alternative models for stock price dynamics. (Q1398979) (← links)
- Weak convergence of a sequence of semimartingales to a diffusion with discontinuous drift and diffusion coefficients (Q1851018) (← links)
- Higher-Order Weak Approximation of Ito Diffusions by Markov Chains (Q3416058) (← links)
- Convergence and stability of the semi-implicit Euler method for linear stochastic delay integro-differential equations (Q3427667) (← links)
- (Q3748184) (← links)
- On quantum dynamical semigroups (Q5917832) (← links)