On Weak Approximation of Stochastic Differential Equations through Hard Bounds by Mathematical Programming (Q4917123)
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scientific article; zbMATH DE number 6159084
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Weak Approximation of Stochastic Differential Equations through Hard Bounds by Mathematical Programming |
scientific article; zbMATH DE number 6159084 |
Statements
On Weak Approximation of Stochastic Differential Equations through Hard Bounds by Mathematical Programming (English)
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29 April 2013
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Dynkin formula
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semidefinite programming
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sum-of-squares relaxation
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stochastic differential equation
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weak approximation
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