A Short Course on Weak Approximations for Lévy Driven SDE’s (Q5743944)
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scientific article; zbMATH DE number 6540215
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Short Course on Weak Approximations for Lévy Driven SDE’s |
scientific article; zbMATH DE number 6540215 |
Statements
A Short Course on Weak Approximations for Lévy Driven SDE’s (English)
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9 February 2016
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weak approximations
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stochastic differential equations
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central limit theorem
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Monte Carlo methods
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