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On SDE and Semigroup Approximations and Large Deviations - MaRDI portal

On SDE and Semigroup Approximations and Large Deviations (Q4830831)

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scientific article; zbMATH DE number 2123280
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English
On SDE and Semigroup Approximations and Large Deviations
scientific article; zbMATH DE number 2123280

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    On SDE and Semigroup Approximations and Large Deviations (English)
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    16 December 2004
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    stochastic differential equation
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    large deviations
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    Euler approximation
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    Identifiers