Exact approximation rate of killed hypoelliptic diffusions using the discrete Euler scheme (Q2485773)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact approximation rate of killed hypoelliptic diffusions using the discrete Euler scheme |
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Exact approximation rate of killed hypoelliptic diffusions using the discrete Euler scheme (English)
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5 August 2005
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Weak approximation
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Killed processes
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Discrete exit time
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Overshoot above the boundary
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