Convergence in total variation distance of a third order scheme for one-dimensional diffusion processes (Q515534)
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scientific article; zbMATH DE number 6695536
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence in total variation distance of a third order scheme for one-dimensional diffusion processes |
scientific article; zbMATH DE number 6695536 |
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Convergence in total variation distance of a third order scheme for one-dimensional diffusion processes (English)
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16 March 2017
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approximation schemes
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diffusion processes
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total variation distance
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invariance principles
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Malliavin calculus
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