Well-timed diffusion approximations (Q3909782)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Well-timed diffusion approximations |
scientific article |
Statements
Well-timed diffusion approximations (English)
0 references
1981
0 references
Levy process
0 references
asymptotic well-timed approximation
0 references
well-timed diffusion approximation
0 references
stopping times
0 references
embedding of right-continuous martingales in Brownian motion
0 references
