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Extrapolation Methods for the Weak Approximation of Ito Diffusions - MaRDI portal

Extrapolation Methods for the Weak Approximation of Ito Diffusions (Q4857623)

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scientific article; zbMATH DE number 821956
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Extrapolation Methods for the Weak Approximation of Ito Diffusions
scientific article; zbMATH DE number 821956

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    Extrapolation Methods for the Weak Approximation of Ito Diffusions (English)
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    8 July 1997
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    stochastic differential equations
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    weak approximations
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    extrapolation methods
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