Weak approximation of killed diffusion using Euler schemes. (Q1877395)
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scientific article; zbMATH DE number 2098075
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak approximation of killed diffusion using Euler schemes. |
scientific article; zbMATH DE number 2098075 |
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Weak approximation of killed diffusion using Euler schemes. (English)
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7 September 2004
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weak approximation
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killed diffusion
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Euler scheme
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error expansion
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Malliavin calculus
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Itô's formula
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orthogonal projection
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local time on the boundary
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