Strong approximation of some particular one-dimensional diffusions
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Publication:6120379
DOI10.3934/dcdsb.2023164arXiv2006.04378OpenAlexW4387028503MaRDI QIDQ6120379
Madalina Deaconu, Samuel Herrmann
Publication date: 20 February 2024
Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.04378
Monte Carlo methods (65C05) Brownian motion (60J65) Diffusion processes (60J60) Sample path properties (60G17)
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