First time to exit of a continuous Itô process: general moment estimates and \({\mathbf{L}}_{1}\)-convergence rate for discrete time approximations (Q527458)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First time to exit of a continuous Itô process: general moment estimates and \({\mathbf{L}}_{1}\)-convergence rate for discrete time approximations |
scientific article |
Statements
First time to exit of a continuous Itô process: general moment estimates and \({\mathbf{L}}_{1}\)-convergence rate for discrete time approximations (English)
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11 May 2017
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Euler scheme
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exit time
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strong approximation
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