Convergence Implications via Dual Flow Method

zbMath1423.60087arXiv1508.07399MaRDI QIDQ5235958

Takafumi Amaba, Go Yuki, Dai Taguchi

Publication date: 14 October 2019

Full work available at URL: https://arxiv.org/abs/1508.07399

zbMATH Keywords

Euler-Maruyama approximationreflecting diffusionSiegmund's dualityabsorbing diffusiondual stochastic flowstochastic-flow on \([0,+\infty)\)

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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