Gauss-galerkin approximation of diffusion processes with boundary conditions

DOI10.1080/15326349908807547zbMath0931.60069OpenAlexW2067877990MaRDI QIDQ4248819

Ponniah Elancheran

Publication date: 9 March 2000

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349908807547

zbMATH Keywords

diffusion processesGalerkin approximationGaussian quadrature approximation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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