Asymptotic Equivalence Between Boundary Perturbations and Discrete Exit Times: Application to Simulation Schemes (Q5326101)
From MaRDI portal
scientific article; zbMATH DE number 6193357
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Equivalence Between Boundary Perturbations and Discrete Exit Times: Application to Simulation Schemes |
scientific article; zbMATH DE number 6193357 |
Statements
Asymptotic Equivalence Between Boundary Perturbations and Discrete Exit Times: Application to Simulation Schemes (English)
0 references
31 July 2013
0 references
exit from a domain
0 references
boundary perturbation
0 references
stopped diffusion
0 references
scalar Brownian motion
0 references
discrete killing
0 references
simulation schemes
0 references
0 references
0 references
0 references
