Analysis of Markov Chain Approximation for Diffusion Models with Nonsmooth Coefficients (Q5868800)
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scientific article; zbMATH DE number 7591712
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of Markov Chain Approximation for Diffusion Models with Nonsmooth Coefficients |
scientific article; zbMATH DE number 7591712 |
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Analysis of Markov Chain Approximation for Diffusion Models with Nonsmooth Coefficients (English)
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23 September 2022
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diffusions
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Markov chain approximation
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convergence rate
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nonsmoothness
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grid design
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smoothing technique
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