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On the weak approximation of a skew diffusion by an Euler-type scheme - MaRDI portal

On the weak approximation of a skew diffusion by an Euler-type scheme (Q1697028)

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On the weak approximation of a skew diffusion by an Euler-type scheme
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    title
    On the weak approximation of a skew diffusion by an Euler-type scheme (English)
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    DOI
    10.3150/16-BEJ909
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    author
    Noufel Frikha
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    published in
    Bernoulli
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    publication date
    15 February 2018
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    zbMATH DE Number
    6839249
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    zbMATH Keywords
    Euler scheme
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    Gaussian bounds
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    skew diffusion
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    weak error
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    arXiv ID
    1609.09335
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    OpenAlex ID
    W2963151922
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