Pseudo-moderate deviations in the euler method for real diffusion process (Q4543515)
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scientific article; zbMATH DE number 1777469
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pseudo-moderate deviations in the euler method for real diffusion process |
scientific article; zbMATH DE number 1777469 |
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Pseudo-moderate deviations in the euler method for real diffusion process (English)
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8 August 2002
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diffusion process
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large deviations
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discretization scheme
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Euler scheme
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