Difference approximation of the local times of multidimensional diffusions (Q5391376)
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scientific article; zbMATH DE number 5875171
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Difference approximation of the local times of multidimensional diffusions |
scientific article; zbMATH DE number 5875171 |
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Difference approximation of the local times of multidimensional diffusions (English)
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6 April 2011
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multidimensional diffusion
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local time
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W-measure
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Markov approximation
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