Strong approximation of diffusion processes by transport processes

DOI10.1215/kjm/1250522470zbMath0408.60075OpenAlexW1549524500MaRDI QIDQ1258559

Richard J. Griego, Louis G. Gorostiza

Publication date: 1979

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250522470

zbMATH Keywords

One-Dimensional DiffusionComputer Simulation of DiffusionsPiecewise Linear Sample PathsTransport Processes

Mathematics Subject Classification ID

Strong limit theorems (60F15) Diffusion processes (60J60)

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