On the weak approximation of a skew diffusion by an Euler-type scheme

DOI10.3150/16-BEJ909zbMath1429.60052arXiv1609.09335OpenAlexW2963151922MaRDI QIDQ1697028

Noufel Frikha

Publication date: 15 February 2018

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1609.09335

zbMATH Keywords

Euler schemeGaussian boundsweak errorskew diffusion

Mathematics Subject Classification ID

Random fields (60G60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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