Weak approximation of averaged diffusion processes (Q2434489)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak approximation of averaged diffusion processes |
scientific article |
Statements
Weak approximation of averaged diffusion processes (English)
0 references
6 February 2014
0 references
asymptotic expansion
0 references
Malliavin calculus
0 references
arithmetic and geometric means
0 references
small diffusion process
0 references
0 references
