Weak approximation of SDEs by discrete-time processes

DOI10.1155/2008/275747zbMath1145.60038OpenAlexW1979169099WikidataQ58645903 ScholiaQ58645903MaRDI QIDQ936986

Henryk Zähle

Publication date: 20 August 2008

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/54509

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items (1)

A martingale approach for testing diffusion models based on infinitesimal operator

Cites Work

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