Approximations of non-smooth integral type functionals of one dimensional diffusion processes (Q401462)
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scientific article; zbMATH DE number 6334619
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximations of non-smooth integral type functionals of one dimensional diffusion processes |
scientific article; zbMATH DE number 6334619 |
Statements
Approximations of non-smooth integral type functionals of one dimensional diffusion processes (English)
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27 August 2014
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non-smooth functionals of one-dimensional diffusions
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occupation time
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local time
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approximation
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diffusion process
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convergence
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