Pseudo-moderate deviations in the euler method for real diffusion process

DOI10.1080/10451120290008575zbMath1004.60026OpenAlexW2006703602MaRDI QIDQ4543515

Emmanuelle Clément

Publication date: 8 August 2002

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10451120290008575

zbMATH Keywords

diffusion processlarge deviationsEuler schemediscretization scheme

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Large deviations (60F10)

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