scientific article; zbMATH DE number 1383856

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zbMath0953.60005MaRDI QIDQ4719389

Emmanuelle Clément

Publication date: 18 July 2000

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

diffusion process large deviations Euler scheme discretization scheme

Mathematics Subject Classification ID

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

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